mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 11,317 11,422 105 0.9% 10,824
High 11,560 11,476 -84 -0.7% 11,178
Low 11,257 11,312 55 0.5% 10,328
Close 11,416 11,392 -24 -0.2% 11,066
Range 303 164 -139 -45.9% 850
ATR 299 289 -10 -3.2% 0
Volume 116,010 125,916 9,906 8.5% 856,575
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,885 11,803 11,482
R3 11,721 11,639 11,437
R2 11,557 11,557 11,422
R1 11,475 11,475 11,407 11,434
PP 11,393 11,393 11,393 11,373
S1 11,311 11,311 11,377 11,270
S2 11,229 11,229 11,362
S3 11,065 11,147 11,347
S4 10,901 10,983 11,302
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 11,560 10,983 577 5.1% 210 1.8% 71% False False 119,147
10 11,560 10,328 1,232 10.8% 273 2.4% 86% False False 144,488
20 11,560 10,328 1,232 10.8% 299 2.6% 86% False False 149,785
40 11,625 10,328 1,297 11.4% 297 2.6% 82% False False 93,494
60 12,675 10,328 2,347 20.6% 308 2.7% 45% False False 62,388
80 12,675 10,328 2,347 20.6% 268 2.4% 45% False False 46,808
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,173
2.618 11,905
1.618 11,741
1.000 11,640
0.618 11,577
HIGH 11,476
0.618 11,413
0.500 11,394
0.382 11,375
LOW 11,312
0.618 11,211
1.000 11,148
1.618 11,047
2.618 10,883
4.250 10,615
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 11,394 11,409
PP 11,393 11,403
S1 11,393 11,398

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

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