mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 11,086 11,287 201 1.8% 10,685
High 11,267 11,302 35 0.3% 11,075
Low 11,086 11,238 152 1.4% 10,288
Close 11,292 11,255 -37 -0.3% 10,990
Range 181 64 -117 -64.6% 787
ATR 262 248 -14 -5.4% 0
Volume 29 25 -4 -13.8% 120
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,457 11,420 11,290
R3 11,393 11,356 11,273
R2 11,329 11,329 11,267
R1 11,292 11,292 11,261 11,279
PP 11,265 11,265 11,265 11,258
S1 11,228 11,228 11,249 11,215
S2 11,201 11,201 11,243
S3 11,137 11,164 11,238
S4 11,073 11,100 11,220
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 13,145 12,855 11,423
R3 12,358 12,068 11,207
R2 11,571 11,571 11,134
R1 11,281 11,281 11,062 11,426
PP 10,784 10,784 10,784 10,857
S1 10,494 10,494 10,918 10,639
S2 9,997 9,997 10,846
S3 9,210 9,707 10,774
S4 8,423 8,920 10,557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,302 10,562 740 6.6% 172 1.5% 94% True False 27
10 11,302 10,288 1,014 9.0% 243 2.2% 95% True False 39
20 11,391 10,288 1,103 9.8% 274 2.4% 88% False False 40
40 11,462 10,288 1,174 10.4% 156 1.4% 82% False False 20
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 78
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 11,574
2.618 11,470
1.618 11,406
1.000 11,366
0.618 11,342
HIGH 11,302
0.618 11,278
0.500 11,270
0.382 11,263
LOW 11,238
0.618 11,199
1.000 11,174
1.618 11,135
2.618 11,071
4.250 10,966
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 11,270 11,207
PP 11,265 11,159
S1 11,260 11,111

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

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