mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 11,559 11,295 -264 -2.3% 11,080
High 11,658 11,590 -68 -0.6% 11,589
Low 11,295 11,219 -76 -0.7% 11,080
Close 11,301 11,526 225 2.0% 11,566
Range 363 371 8 2.2% 509
ATR 290 296 6 2.0% 0
Volume 116,582 155,436 38,854 33.3% 542,844
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,558 12,413 11,730
R3 12,187 12,042 11,628
R2 11,816 11,816 11,594
R1 11,671 11,671 11,560 11,744
PP 11,445 11,445 11,445 11,481
S1 11,300 11,300 11,492 11,373
S2 11,074 11,074 11,458
S3 10,703 10,929 11,424
S4 10,332 10,558 11,322
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 11,219 439 3.8% 286 2.5% 70% False True 122,883
10 11,658 10,619 1,039 9.0% 255 2.2% 87% False False 127,363
20 11,658 10,328 1,330 11.5% 317 2.7% 90% False False 150,208
40 11,658 10,328 1,330 11.5% 295 2.6% 90% False False 102,773
60 12,526 10,328 2,198 19.1% 315 2.7% 55% False False 68,590
80 12,675 10,328 2,347 20.4% 275 2.4% 51% False False 51,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 52
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 13,167
2.618 12,561
1.618 12,190
1.000 11,961
0.618 11,819
HIGH 11,590
0.618 11,448
0.500 11,405
0.382 11,361
LOW 11,219
0.618 10,990
1.000 10,848
1.618 10,619
2.618 10,248
4.250 9,642
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 11,486 11,497
PP 11,445 11,468
S1 11,405 11,439

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

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