mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	11,043	11,080	37	0.3%	10,824
High	11,178	11,375	197	1.8%	11,178
Low	10,983	11,080	97	0.9%	10,328
Close	11,066	11,368	302	2.7%	11,066
Range	195	295	100	51.3%	850
ATR	315	314	0	-0.1%	0
Volume	153,365	96,497	-56,868	-37.1%	856,575

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,159	12,059	11,530
R3	11,864	11,764	11,449
R2	11,569	11,569	11,422
R1	11,469	11,469	11,395	11,519
PP	11,274	11,274	11,274	11,300
S1	11,174	11,174	11,341	11,224
S2	10,979	10,979	11,314
S3	10,684	10,879	11,287
S4	10,389	10,584	11,206

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,407	13,087	11,534
R3	12,557	12,237	11,300
R2	11,707	11,707	11,222
R1	11,387	11,387	11,144	11,547
PP	10,857	10,857	10,857	10,938
S1	10,537	10,537	10,988	10,697
S2	10,007	10,007	10,910
S3	9,157	9,687	10,832
S4	8,307	8,837	10,599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,375	10,328	1,047	9.2%	291	2.6%	99%	True	False	154,306
10	11,375	10,328	1,047	9.2%	315	2.8%	99%	True	False	156,300
20	11,475	10,328	1,147	10.1%	318	2.8%	91%	False	False	154,665
40	11,625	10,328	1,297	11.4%	297	2.6%	80%	False	False	84,856
60	12,675	10,328	2,347	20.6%	306	2.7%	44%	False	False	56,627
80	12,675	10,328	2,347	20.6%	267	2.3%	44%	False	False	42,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	72
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,629
2.618	12,147
1.618	11,852
1.000	11,670
0.618	11,557
HIGH	11,375
0.618	11,262
0.500	11,228
0.382	11,193
LOW	11,080
0.618	10,898
1.000	10,785
1.618	10,603
2.618	10,308
4.250	9,826

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	11,321	11,272
PP	11,274	11,177
S1	11,228	11,081

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols