mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 12,085 12,198 113 0.9% 11,738
High 12,151 12,198 47 0.4% 12,151
Low 12,085 12,153 68 0.6% 11,639
Close 12,151 12,153 2 0.0% 12,151
Range 66 45 -21 -31.8% 512
ATR 148 140 -7 -4.9% 0
Volume 5 2 -3 -60.0% 65
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 12,303 12,273 12,178
R3 12,258 12,228 12,166
R2 12,213 12,213 12,161
R1 12,183 12,183 12,157 12,176
PP 12,168 12,168 12,168 12,164
S1 12,138 12,138 12,149 12,131
S2 12,123 12,123 12,145
S3 12,078 12,093 12,141
S4 12,033 12,048 12,128
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 13,516 13,346 12,433
R3 13,004 12,834 12,292
R2 12,492 12,492 12,245
R1 12,322 12,322 12,198 12,407
PP 11,980 11,980 11,980 12,023
S1 11,810 11,810 12,104 11,895
S2 11,468 11,468 12,057
S3 10,956 11,298 12,010
S4 10,444 10,786 11,870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,198 11,695 503 4.1% 113 0.9% 91% True False 13
10 12,198 11,639 559 4.6% 103 0.8% 92% True False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,389
2.618 12,316
1.618 12,271
1.000 12,243
0.618 12,226
HIGH 12,198
0.618 12,181
0.500 12,176
0.382 12,170
LOW 12,153
0.618 12,125
1.000 12,108
1.618 12,080
2.618 12,035
4.250 11,962
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 12,176 12,133
PP 12,168 12,114
S1 12,161 12,094

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

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