mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 12,080 12,208 128 1.1% 12,235
High 12,229 12,250 21 0.2% 12,260
Low 12,078 12,134 56 0.5% 12,069
Close 12,217 12,150 -67 -0.5% 12,150
Range 151 116 -35 -23.2% 191
ATR 206 199 -6 -3.1% 0
Volume 51,463 36,870 -14,593 -28.4% 172,235
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,526 12,454 12,214
R3 12,410 12,338 12,182
R2 12,294 12,294 12,171
R1 12,222 12,222 12,161 12,200
PP 12,178 12,178 12,178 12,167
S1 12,106 12,106 12,139 12,084
S2 12,062 12,062 12,129
S3 11,946 11,990 12,118
S4 11,830 11,874 12,086
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,733 12,632 12,255
R3 12,542 12,441 12,203
R2 12,351 12,351 12,185
R1 12,250 12,250 12,168 12,205
PP 12,160 12,160 12,160 12,137
S1 12,059 12,059 12,133 12,014
S2 11,969 11,969 12,115
S3 11,778 11,868 12,098
S4 11,587 11,677 12,045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,260 12,069 191 1.6% 131 1.1% 42% False False 42,074
10 12,260 11,661 599 4.9% 172 1.4% 82% False False 66,298
20 12,260 11,661 599 4.9% 202 1.7% 82% False False 68,958
40 12,260 11,077 1,183 9.7% 215 1.8% 91% False False 34,538
60 12,260 10,740 1,520 12.5% 204 1.7% 93% False False 23,033
80 12,260 10,288 1,972 16.2% 223 1.8% 94% False False 17,284
100 12,260 10,288 1,972 16.2% 178 1.5% 94% False False 13,827
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,743
2.618 12,554
1.618 12,438
1.000 12,366
0.618 12,322
HIGH 12,250
0.618 12,206
0.500 12,192
0.382 12,178
LOW 12,134
0.618 12,062
1.000 12,018
1.618 11,946
2.618 11,830
4.250 11,641
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 12,192 12,162
PP 12,178 12,158
S1 12,164 12,154

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

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