mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 12,217 12,080 -137 -1.1% 11,793
High 12,254 12,229 -25 -0.2% 12,230
Low 12,069 12,078 9 0.1% 11,661
Close 12,081 12,217 136 1.1% 12,217
Range 185 151 -34 -18.4% 569
ATR 210 206 -4 -2.0% 0
Volume 53,803 51,463 -2,340 -4.3% 382,302
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,628 12,573 12,300
R3 12,477 12,422 12,259
R2 12,326 12,326 12,245
R1 12,271 12,271 12,231 12,299
PP 12,175 12,175 12,175 12,188
S1 12,120 12,120 12,203 12,148
S2 12,024 12,024 12,189
S3 11,873 11,969 12,176
S4 11,722 11,818 12,134
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,743 13,549 12,530
R3 13,174 12,980 12,374
R2 12,605 12,605 12,321
R1 12,411 12,411 12,269 12,508
PP 12,036 12,036 12,036 12,085
S1 11,842 11,842 12,165 11,939
S2 11,467 11,467 12,113
S3 10,898 11,273 12,061
S4 10,329 10,704 11,904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,260 11,994 266 2.2% 133 1.1% 84% False False 46,610
10 12,260 11,661 599 4.9% 181 1.5% 93% False False 71,392
20 12,260 11,661 599 4.9% 201 1.6% 93% False False 67,129
40 12,260 11,077 1,183 9.7% 214 1.8% 96% False False 33,616
60 12,260 10,562 1,698 13.9% 206 1.7% 97% False False 22,419
80 12,260 10,288 1,972 16.1% 221 1.8% 98% False False 16,823
100 12,260 10,288 1,972 16.1% 177 1.4% 98% False False 13,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,871
2.618 12,624
1.618 12,473
1.000 12,380
0.618 12,322
HIGH 12,229
0.618 12,171
0.500 12,154
0.382 12,136
LOW 12,078
0.618 11,985
1.000 11,927
1.618 11,834
2.618 11,683
4.250 11,436
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 12,196 12,200
PP 12,175 12,182
S1 12,154 12,165

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

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