mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 11,705 12,027 322 2.8% 12,129
High 12,047 12,158 111 0.9% 12,153
Low 11,693 11,928 235 2.0% 11,694
Close 12,031 12,024 -7 -0.1% 11,778
Range 354 230 -124 -35.0% 459
ATR 238 238 -1 -0.3% 0
Volume 109,071 101,287 -7,784 -7.1% 629,654
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,727 12,605 12,151
R3 12,497 12,375 12,087
R2 12,267 12,267 12,066
R1 12,145 12,145 12,045 12,091
PP 12,037 12,037 12,037 12,010
S1 11,915 11,915 12,003 11,861
S2 11,807 11,807 11,982
S3 11,577 11,685 11,961
S4 11,347 11,455 11,898
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 12,158 11,661 497 4.1% 229 1.9% 73% True False 96,174
10 12,226 11,661 565 4.7% 251 2.1% 64% False False 109,720
20 12,226 11,077 1,149 9.6% 233 1.9% 82% False False 55,533
40 12,226 11,077 1,149 9.6% 218 1.8% 82% False False 27,794
60 12,226 10,288 1,938 16.1% 221 1.8% 90% False False 18,539
80 12,226 10,288 1,938 16.1% 213 1.8% 90% False False 13,910
100 12,226 10,288 1,938 16.1% 172 1.4% 90% False False 11,128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,136
2.618 12,760
1.618 12,530
1.000 12,388
0.618 12,300
HIGH 12,158
0.618 12,070
0.500 12,043
0.382 12,016
LOW 11,928
0.618 11,786
1.000 11,698
1.618 11,556
2.618 11,326
4.250 10,951
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 12,043 11,986
PP 12,037 11,948
S1 12,030 11,910

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

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