mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 12,235 12,217 -18 -0.1% 11,793
High 12,260 12,254 -6 0.0% 12,230
Low 12,187 12,069 -118 -1.0% 11,661
Close 12,219 12,081 -138 -1.1% 12,217
Range 73 185 112 153.4% 569
ATR 212 210 -2 -0.9% 0
Volume 30,099 53,803 23,704 78.8% 382,302
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,690 12,570 12,183
R3 12,505 12,385 12,132
R2 12,320 12,320 12,115
R1 12,200 12,200 12,098 12,168
PP 12,135 12,135 12,135 12,118
S1 12,015 12,015 12,064 11,983
S2 11,950 11,950 12,047
S3 11,765 11,830 12,030
S4 11,580 11,645 11,979
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 12,260 11,928 332 2.7% 149 1.2% 46% False False 56,574
10 12,260 11,661 599 5.0% 189 1.6% 70% False False 81,141
20 12,260 11,387 873 7.2% 222 1.8% 79% False False 64,562
40 12,260 11,077 1,183 9.8% 214 1.8% 85% False False 32,330
60 12,260 10,288 1,972 16.3% 209 1.7% 91% False False 21,561
80 12,260 10,288 1,972 16.3% 220 1.8% 91% False False 16,179
100 12,260 10,288 1,972 16.3% 176 1.5% 91% False False 12,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,040
2.618 12,738
1.618 12,553
1.000 12,439
0.618 12,368
HIGH 12,254
0.618 12,183
0.500 12,162
0.382 12,140
LOW 12,069
0.618 11,955
1.000 11,884
1.618 11,770
2.618 11,585
4.250 11,283
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 12,162 12,165
PP 12,135 12,137
S1 12,108 12,109

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

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