mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 12,028 12,110 82 0.7% 11,793
High 12,119 12,230 111 0.9% 12,230
Low 11,994 12,101 107 0.9% 11,661
Close 12,103 12,217 114 0.9% 12,217
Range 125 129 4 3.2% 569
ATR 230 223 -7 -3.1% 0
Volume 59,547 38,138 -21,409 -36.0% 382,302
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,570 12,522 12,288
R3 12,441 12,393 12,253
R2 12,312 12,312 12,241
R1 12,264 12,264 12,229 12,288
PP 12,183 12,183 12,183 12,195
S1 12,135 12,135 12,205 12,159
S2 12,054 12,054 12,193
S3 11,925 12,006 12,182
S4 11,796 11,877 12,146
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,743 13,549 12,530
R3 13,174 12,980 12,374
R2 12,605 12,605 12,321
R1 12,411 12,411 12,269 12,508
PP 12,036 12,036 12,036 12,085
S1 11,842 11,842 12,165 11,939
S2 11,467 11,467 12,113
S3 10,898 11,273 12,061
S4 10,329 10,704 11,904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,230 11,661 569 4.7% 207 1.7% 98% True False 76,460
10 12,230 11,661 569 4.7% 217 1.8% 98% True False 101,195
20 12,230 11,260 970 7.9% 226 1.8% 99% True False 60,394
40 12,230 11,077 1,153 9.4% 215 1.8% 99% True False 30,235
60 12,230 10,288 1,942 15.9% 215 1.8% 99% True False 20,165
80 12,230 10,288 1,942 15.9% 216 1.8% 99% True False 15,131
100 12,230 10,288 1,942 15.9% 173 1.4% 99% True False 12,105
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 55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,778
2.618 12,568
1.618 12,439
1.000 12,359
0.618 12,310
HIGH 12,230
0.618 12,181
0.500 12,166
0.382 12,150
LOW 12,101
0.618 12,021
1.000 11,972
1.618 11,892
2.618 11,763
4.250 11,553
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 12,200 12,171
PP 12,183 12,125
S1 12,166 12,079

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

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