mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 12,054 12,041 -13 -0.1% 11,958
High 12,129 12,083 -46 -0.4% 12,144
Low 11,916 11,842 -74 -0.6% 11,661
Close 12,038 11,845 -193 -1.6% 12,112
Range 213 241 28 13.1% 483
ATR 273 270 -2 -0.8% 0
Volume 119,079 151,392 32,313 27.1% 657,134
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,646 12,487 11,978
R3 12,405 12,246 11,911
R2 12,164 12,164 11,889
R1 12,005 12,005 11,867 11,964
PP 11,923 11,923 11,923 11,903
S1 11,764 11,764 11,823 11,723
S2 11,682 11,682 11,801
S3 11,441 11,523 11,779
S4 11,200 11,282 11,713
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,421 13,250 12,378
R3 12,938 12,767 12,245
R2 12,455 12,455 12,201
R1 12,284 12,284 12,156 12,370
PP 11,972 11,972 11,972 12,015
S1 11,801 11,801 12,068 11,887
S2 11,489 11,489 12,024
S3 11,006 11,318 11,979
S4 10,523 10,835 11,846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,203 11,661 542 4.6% 251 2.1% 34% False False 126,852
10 12,203 11,592 611 5.2% 277 2.3% 41% False False 129,003
20 12,228 11,330 898 7.6% 264 2.2% 57% False False 128,757
40 12,228 10,328 1,900 16.0% 284 2.4% 80% False False 138,945
60 12,228 10,328 1,900 16.0% 282 2.4% 80% False False 113,736
80 12,384 10,328 2,056 17.4% 302 2.5% 74% False False 85,360
100 12,675 10,328 2,347 19.8% 272 2.3% 65% False False 68,303
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 64
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,107
2.618 12,714
1.618 12,473
1.000 12,324
0.618 12,232
HIGH 12,083
0.618 11,991
0.500 11,963
0.382 11,934
LOW 11,842
0.618 11,693
1.000 11,601
1.618 11,452
2.618 11,211
4.250 10,818
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 11,963 12,023
PP 11,923 11,963
S1 11,884 11,904

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

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