mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 10,836 11,043 207 1.9% 10,824
High 11,065 11,178 113 1.0% 11,178
Low 10,787 10,983 196 1.8% 10,328
Close 11,046 11,066 20 0.2% 11,066
Range 278 195 -83 -29.9% 850
ATR 324 315 -9 -2.8% 0
Volume 145,808 153,365 7,557 5.2% 856,575
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,661 11,558 11,173
R3 11,466 11,363 11,120
R2 11,271 11,271 11,102
R1 11,168 11,168 11,084 11,220
PP 11,076 11,076 11,076 11,101
S1 10,973 10,973 11,048 11,025
S2 10,881 10,881 11,030
S3 10,686 10,778 11,013
S4 10,491 10,583 10,959
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 11,178 10,328 850 7.7% 310 2.8% 87% True False 171,315
10 11,289 10,328 961 8.7% 328 3.0% 77% False False 161,826
20 11,475 10,328 1,147 10.4% 318 2.9% 64% False False 156,750
40 11,625 10,328 1,297 11.7% 299 2.7% 57% False False 82,449
60 12,675 10,328 2,347 21.2% 303 2.7% 31% False False 55,019
80 12,675 10,328 2,347 21.2% 265 2.4% 31% False False 41,289
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 81
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 12,007
2.618 11,689
1.618 11,494
1.000 11,373
0.618 11,299
HIGH 11,178
0.618 11,104
0.500 11,081
0.382 11,058
LOW 10,983
0.618 10,863
1.000 10,788
1.618 10,668
2.618 10,473
4.250 10,154
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 11,081 11,010
PP 11,076 10,954
S1 11,071 10,899

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

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