mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 11,820 11,793 -27 -0.2% 12,129
High 11,909 11,857 -52 -0.4% 12,153
Low 11,746 11,661 -85 -0.7% 11,694
Close 11,778 11,703 -75 -0.6% 11,778
Range 163 196 33 20.2% 459
ATR 232 229 -3 -1.1% 0
Volume 108,448 74,259 -34,189 -31.5% 629,654
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,328 12,212 11,811
R3 12,132 12,016 11,757
R2 11,936 11,936 11,739
R1 11,820 11,820 11,721 11,780
PP 11,740 11,740 11,740 11,721
S1 11,624 11,624 11,685 11,584
S2 11,544 11,544 11,667
S3 11,348 11,428 11,649
S4 11,152 11,232 11,595
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,252 12,974 12,031
R3 12,793 12,515 11,904
R2 12,334 12,334 11,862
R1 12,056 12,056 11,820 11,966
PP 11,875 11,875 11,875 11,830
S1 11,597 11,597 11,736 11,507
S2 11,416 11,416 11,694
S3 10,957 11,138 11,652
S4 10,498 10,679 11,526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,075 11,661 414 3.5% 208 1.8% 10% False True 113,959
10 12,226 11,661 565 4.8% 231 2.0% 7% False True 89,756
20 12,226 11,077 1,149 9.8% 225 1.9% 54% False False 45,045
40 12,226 11,077 1,149 9.8% 212 1.8% 54% False False 22,536
60 12,226 10,288 1,938 16.6% 223 1.9% 73% False False 15,035
80 12,226 10,288 1,938 16.6% 206 1.8% 73% False False 11,280
100 12,226 10,288 1,938 16.6% 169 1.4% 73% False False 9,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,690
2.618 12,370
1.618 12,174
1.000 12,053
0.618 11,978
HIGH 11,857
0.618 11,782
0.500 11,759
0.382 11,736
LOW 11,661
0.618 11,540
1.000 11,465
1.618 11,344
2.618 11,148
4.250 10,828
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 11,759 11,785
PP 11,740 11,758
S1 11,722 11,730

These figures are updated between 7pm and 10pm EST after a trading day.

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