mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 12,208 12,352 144 1.2% 12,235
High 12,250 12,415 165 1.3% 12,260
Low 12,134 12,322 188 1.5% 12,069
Close 12,150 12,338 188 1.5% 12,150
Range 116 93 -23 -19.8% 191
ATR 199 204 5 2.4% 0
Volume 36,870 76,098 39,228 106.4% 172,235
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,637 12,581 12,389
R3 12,544 12,488 12,364
R2 12,451 12,451 12,355
R1 12,395 12,395 12,347 12,377
PP 12,358 12,358 12,358 12,349
S1 12,302 12,302 12,330 12,284
S2 12,265 12,265 12,321
S3 12,172 12,209 12,313
S4 12,079 12,116 12,287
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 12,415 12,069 346 2.8% 124 1.0% 78% True False 49,666
10 12,415 11,661 754 6.1% 165 1.3% 90% True False 63,063
20 12,415 11,661 754 6.1% 196 1.6% 90% True False 72,754
40 12,415 11,077 1,338 10.8% 208 1.7% 94% True False 36,440
60 12,415 10,920 1,495 12.1% 201 1.6% 95% True False 24,301
80 12,415 10,288 2,127 17.2% 222 1.8% 96% True False 18,235
100 12,415 10,288 2,127 17.2% 179 1.5% 96% True False 14,588
Crabel Price Patterns
NR True
NR4 True
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 35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,810
2.618 12,659
1.618 12,566
1.000 12,508
0.618 12,473
HIGH 12,415
0.618 12,380
0.500 12,369
0.382 12,358
LOW 12,322
0.618 12,265
1.000 12,229
1.618 12,172
2.618 12,079
4.250 11,927
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 12,369 12,308
PP 12,358 12,277
S1 12,348 12,247

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

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