mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	11,793	11,705	-88	-0.7%	12,129
High	11,857	12,047	190	1.6%	12,153
Low	11,661	11,693	32	0.3%	11,694
Close	11,703	12,031	328	2.8%	11,778
Range	196	354	158	80.6%	459
ATR	229	238	9	3.9%	0
Volume	74,259	109,071	34,812	46.9%	629,654

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,986	12,862	12,226
R3	12,632	12,508	12,128
R2	12,278	12,278	12,096
R1	12,154	12,154	12,064	12,216
PP	11,924	11,924	11,924	11,955
S1	11,800	11,800	11,999	11,862
S2	11,570	11,570	11,966
S3	11,216	11,446	11,934
S4	10,862	11,092	11,836

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	12,047	11,661	386	3.2%	229	1.9%	96%	True	False	105,708
10	12,226	11,661	565	4.7%	246	2.0%	65%	False	False	100,509
20	12,226	11,077	1,149	9.6%	229	1.9%	83%	False	False	50,485
40	12,226	11,077	1,149	9.6%	217	1.8%	83%	False	False	25,262
60	12,226	10,288	1,938	16.1%	222	1.8%	90%	False	False	16,852
80	12,226	10,288	1,938	16.1%	210	1.7%	90%	False	False	12,644
100	12,226	10,288	1,938	16.1%	172	1.4%	90%	False	False	10,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	13,552
2.618	12,974
1.618	12,620
1.000	12,401
0.618	12,266
HIGH	12,047
0.618	11,912
0.500	11,870
0.382	11,828
LOW	11,693
0.618	11,474
1.000	11,339
1.618	11,120
2.618	10,766
4.250	10,189

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	11,977	11,972
PP	11,924	11,913
S1	11,870	11,854

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols