mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 12,008 12,194 186 1.5% 12,035
High 12,218 12,220 2 0.0% 12,293
Low 11,957 11,932 -25 -0.2% 11,957
Close 12,210 12,011 -199 -1.6% 12,210
Range 261 288 27 10.3% 336
ATR 257 259 2 0.9% 0
Volume 76,114 47,361 -28,753 -37.8% 590,307
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,918 12,753 12,170
R3 12,630 12,465 12,090
R2 12,342 12,342 12,064
R1 12,177 12,177 12,038 12,116
PP 12,054 12,054 12,054 12,024
S1 11,889 11,889 11,985 11,828
S2 11,766 11,766 11,958
S3 11,478 11,601 11,932
S4 11,190 11,313 11,853
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,161 13,022 12,395
R3 12,825 12,686 12,303
R2 12,489 12,489 12,272
R1 12,350 12,350 12,241 12,420
PP 12,153 12,153 12,153 12,188
S1 12,014 12,014 12,179 12,084
S2 11,817 11,817 12,149
S3 11,481 11,678 12,118
S4 11,145 11,342 12,025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,293 11,932 361 3.0% 258 2.1% 22% False True 103,032
10 12,293 11,451 842 7.0% 250 2.1% 67% False False 112,694
20 12,293 11,128 1,165 9.7% 240 2.0% 76% False False 117,880
40 12,293 11,128 1,165 9.7% 258 2.1% 76% False False 124,069
60 12,293 10,328 1,965 16.4% 273 2.3% 86% False False 132,384
80 12,293 10,328 1,965 16.4% 274 2.3% 86% False False 110,036
100 12,675 10,328 2,347 19.5% 288 2.4% 72% False False 88,065
120 12,675 10,328 2,347 19.5% 266 2.2% 72% False False 73,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,444
2.618 12,974
1.618 12,686
1.000 12,508
0.618 12,398
HIGH 12,220
0.618 12,110
0.500 12,076
0.382 12,042
LOW 11,932
0.618 11,754
1.000 11,644
1.618 11,466
2.618 11,178
4.250 10,708
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 12,076 12,113
PP 12,054 12,079
S1 12,033 12,045

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

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