mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 10,535 10,691 156 1.5% 10,640
High 10,749 10,882 133 1.2% 11,289
Low 10,328 10,619 291 2.8% 10,551
Close 10,683 10,838 155 1.5% 10,841
Range 421 263 -158 -37.5% 738
ATR 332 327 -5 -1.5% 0
Volume 216,264 159,598 -56,666 -26.2% 761,693
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,569 11,466 10,983
R3 11,306 11,203 10,910
R2 11,043 11,043 10,886
R1 10,940 10,940 10,862 10,992
PP 10,780 10,780 10,780 10,805
S1 10,677 10,677 10,814 10,729
S2 10,517 10,517 10,790
S3 10,254 10,414 10,766
S4 9,991 10,151 10,693
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,108 12,712 11,247
R3 12,370 11,974 11,044
R2 11,632 11,632 10,976
R1 11,236 11,236 10,909 11,434
PP 10,894 10,894 10,894 10,993
S1 10,498 10,498 10,773 10,696
S2 10,156 10,156 10,706
S3 9,418 9,760 10,638
S4 8,680 9,022 10,435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,199 10,328 871 8.0% 342 3.2% 59% False False 171,755
10 11,289 10,328 961 8.9% 364 3.4% 53% False False 173,023
20 11,475 10,328 1,147 10.6% 327 3.0% 44% False False 149,493
40 11,625 10,328 1,297 12.0% 318 2.9% 39% False False 74,986
60 12,675 10,328 2,347 21.7% 301 2.8% 22% False False 50,035
80 12,675 10,328 2,347 21.7% 261 2.4% 22% False False 37,550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 86
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 12,000
2.618 11,571
1.618 11,308
1.000 11,145
0.618 11,045
HIGH 10,882
0.618 10,782
0.500 10,751
0.382 10,720
LOW 10,619
0.618 10,457
1.000 10,356
1.618 10,194
2.618 9,931
4.250 9,501
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 10,809 10,765
PP 10,780 10,691
S1 10,751 10,618

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

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