mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 12,129 11,941 -188 -1.6% 11,980
High 12,153 12,075 -78 -0.6% 12,226
Low 11,864 11,829 -35 -0.3% 11,890
Close 11,943 11,895 -48 -0.4% 12,143
Range 289 246 -43 -14.9% 336
ATR 240 241 0 0.2% 0
Volume 134,117 150,326 16,209 12.1% 194,799
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,671 12,529 12,030
R3 12,425 12,283 11,963
R2 12,179 12,179 11,940
R1 12,037 12,037 11,918 11,985
PP 11,933 11,933 11,933 11,907
S1 11,791 11,791 11,873 11,739
S2 11,687 11,687 11,850
S3 11,441 11,545 11,827
S4 11,195 11,299 11,760
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,094 12,955 12,328
R3 12,758 12,619 12,236
R2 12,422 12,422 12,205
R1 12,283 12,283 12,174 12,353
PP 12,086 12,086 12,086 12,121
S1 11,947 11,947 12,112 12,017
S2 11,750 11,750 12,082
S3 11,414 11,611 12,051
S4 11,078 11,275 11,958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,226 11,829 397 3.3% 263 2.2% 17% False True 95,310
10 12,226 11,387 839 7.1% 255 2.1% 61% False False 47,983
20 12,226 11,077 1,149 9.7% 224 1.9% 71% False False 24,079
40 12,226 11,077 1,149 9.7% 214 1.8% 71% False False 12,050
60 12,226 10,288 1,938 16.3% 234 2.0% 83% False False 8,045
80 12,226 10,288 1,938 16.3% 196 1.6% 83% False False 6,037
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 55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,121
2.618 12,719
1.618 12,473
1.000 12,321
0.618 12,227
HIGH 12,075
0.618 11,981
0.500 11,952
0.382 11,923
LOW 11,829
0.618 11,677
1.000 11,583
1.618 11,431
2.618 11,185
4.250 10,784
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 11,952 11,991
PP 11,933 11,959
S1 11,914 11,927

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

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