mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 12,335 12,386 51 0.4% 12,352
High 12,463 12,409 -54 -0.4% 12,415
Low 12,327 12,338 11 0.1% 12,219
Close 12,390 12,388 -2 0.0% 12,309
Range 136 71 -65 -47.8% 196
ATR 179 172 -8 -4.3% 0
Volume 76,133 80,736 4,603 6.0% 331,876
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,591 12,561 12,427
R3 12,520 12,490 12,408
R2 12,449 12,449 12,401
R1 12,419 12,419 12,395 12,434
PP 12,378 12,378 12,378 12,386
S1 12,348 12,348 12,382 12,363
S2 12,307 12,307 12,375
S3 12,236 12,277 12,369
S4 12,165 12,206 12,349
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 12,902 12,802 12,417
R3 12,706 12,606 12,363
R2 12,510 12,510 12,345
R1 12,410 12,410 12,327 12,362
PP 12,314 12,314 12,314 12,291
S1 12,214 12,214 12,291 12,166
S2 12,118 12,118 12,273
S3 11,922 12,018 12,255
S4 11,726 11,822 12,201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,463 12,219 244 2.0% 120 1.0% 69% False False 82,752
10 12,463 12,069 394 3.2% 124 1.0% 81% False False 70,933
20 12,463 11,661 802 6.5% 159 1.3% 91% False False 80,863
40 12,463 11,077 1,386 11.2% 190 1.5% 95% False False 48,713
60 12,463 11,077 1,386 11.2% 197 1.6% 95% False False 32,483
80 12,463 10,288 2,175 17.6% 214 1.7% 97% False False 24,371
100 12,463 10,288 2,175 17.6% 186 1.5% 97% False False 19,499
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 12,711
2.618 12,595
1.618 12,524
1.000 12,480
0.618 12,453
HIGH 12,409
0.618 12,382
0.500 12,374
0.382 12,365
LOW 12,338
0.618 12,294
1.000 12,267
1.618 12,223
2.618 12,152
4.250 12,036
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 12,383 12,378
PP 12,378 12,368
S1 12,374 12,358

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

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