mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	11,394	11,559	165	1.4%	11,080
High	11,589	11,658	69	0.6%	11,589
Low	11,359	11,295	-64	-0.6%	11,080
Close	11,566	11,301	-265	-2.3%	11,566
Range	230	363	133	57.8%	509
ATR	285	290	6	2.0%	0
Volume	100,472	116,582	16,110	16.0%	542,844

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,507	12,267	11,501
R3	12,144	11,904	11,401
R2	11,781	11,781	11,368
R1	11,541	11,541	11,334	11,480
PP	11,418	11,418	11,418	11,387
S1	11,178	11,178	11,268	11,117
S2	11,055	11,055	11,235
S3	10,692	10,815	11,201
S4	10,329	10,452	11,101

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,939	12,761	11,846
R3	12,430	12,252	11,706
R2	11,921	11,921	11,659
R1	11,743	11,743	11,613	11,832
PP	11,412	11,412	11,412	11,456
S1	11,234	11,234	11,519	11,323
S2	10,903	10,903	11,473
S3	10,394	10,725	11,426
S4	9,885	10,216	11,286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,658	11,257	401	3.5%	230	2.0%	11%	True	False	112,585
10	11,658	10,328	1,330	11.8%	260	2.3%	73%	True	False	133,446
20	11,658	10,328	1,330	11.8%	311	2.7%	73%	True	False	148,655
40	11,658	10,328	1,330	11.8%	293	2.6%	73%	True	False	98,910
60	12,531	10,328	2,203	19.5%	311	2.8%	44%	False	False	66,001
80	12,675	10,328	2,347	20.8%	272	2.4%	41%	False	False	49,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	66
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	13,201
2.618	12,608
1.618	12,245
1.000	12,021
0.618	11,882
HIGH	11,658
0.618	11,519
0.500	11,477
0.382	11,434
LOW	11,295
0.618	11,071
1.000	10,932
1.618	10,708
2.618	10,345
4.250	9,752

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	11,477	11,477
PP	11,418	11,418
S1	11,360	11,360

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