mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 11,706 11,730 24 0.2% 11,876
High 11,758 11,730 -28 -0.2% 11,970
Low 11,659 11,714 55 0.5% 11,659
Close 11,758 11,714 -44 -0.4% 11,714
Range 99 16 -83 -83.8% 311
ATR
Volume 8 6 -2 -25.0% 23
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 11,767 11,757 11,723
R3 11,751 11,741 11,719
R2 11,735 11,735 11,717
R1 11,725 11,725 11,716 11,722
PP 11,719 11,719 11,719 11,718
S1 11,709 11,709 11,713 11,706
S2 11,703 11,703 11,711
S3 11,687 11,693 11,710
S4 11,671 11,677 11,705
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,714 12,525 11,885
R3 12,403 12,214 11,800
R2 12,092 12,092 11,771
R1 11,903 11,903 11,743 11,842
PP 11,781 11,781 11,781 11,751
S1 11,592 11,592 11,686 11,531
S2 11,470 11,470 11,657
S3 11,159 11,281 11,629
S4 10,848 10,970 11,543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,970 11,659 311 2.7% 54 0.5% 18% False False 4
10 12,124 11,659 465 4.0% 97 0.8% 12% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,798
2.618 11,772
1.618 11,756
1.000 11,746
0.618 11,740
HIGH 11,730
0.618 11,724
0.500 11,722
0.382 11,720
LOW 11,714
0.618 11,704
1.000 11,698
1.618 11,688
2.618 11,672
4.250 11,646
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 11,722 11,712
PP 11,719 11,710
S1 11,717 11,709

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

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