mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 11,622 11,425 -197 -1.7% 12,119
High 11,630 11,507 -123 -1.1% 12,119
Low 11,360 11,354 -6 -0.1% 11,592
Close 11,455 11,377 -78 -0.7% 11,696
Range 270 153 -117 -43.3% 527
ATR 234 228 -6 -2.5% 0
Volume 259 335 76 29.3% 159
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 11,872 11,777 11,461
R3 11,719 11,624 11,419
R2 11,566 11,566 11,405
R1 11,471 11,471 11,391 11,442
PP 11,413 11,413 11,413 11,398
S1 11,318 11,318 11,363 11,289
S2 11,260 11,260 11,349
S3 11,107 11,165 11,335
S4 10,954 11,012 11,293
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,383 13,067 11,986
R3 12,856 12,540 11,841
R2 12,329 12,329 11,793
R1 12,013 12,013 11,744 11,908
PP 11,802 11,802 11,802 11,750
S1 11,486 11,486 11,648 11,381
S2 11,275 11,275 11,600
S3 10,748 10,959 11,551
S4 10,221 10,432 11,406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,000 11,354 646 5.7% 200 1.8% 4% False True 138
10 12,119 11,354 765 6.7% 226 2.0% 3% False True 85
20 12,150 11,354 796 7.0% 203 1.8% 3% False True 55
40 12,150 10,288 1,862 16.4% 214 1.9% 58% False False 42
60 12,150 10,288 1,862 16.4% 206 1.8% 58% False False 35
80 12,150 10,288 1,862 16.4% 157 1.4% 58% False False 27
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,157
2.618 11,908
1.618 11,755
1.000 11,660
0.618 11,602
HIGH 11,507
0.618 11,449
0.500 11,431
0.382 11,413
LOW 11,354
0.618 11,260
1.000 11,201
1.618 11,107
2.618 10,954
4.250 10,704
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 11,431 11,572
PP 11,413 11,507
S1 11,395 11,442

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

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