mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	11,445	11,462	17	0.1%	11,559
High	11,525	11,763	238	2.1%	11,763
Low	11,330	11,457	127	1.1%	11,219
Close	11,472	11,757	285	2.5%	11,757
Range	195	306	111	56.9%	544
ATR	280	282	2	0.7%	0
Volume	147,709	114,108	-33,601	-22.7%	672,224

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,577	12,473	11,925
R3	12,271	12,167	11,841
R2	11,965	11,965	11,813
R1	11,861	11,861	11,785	11,913
PP	11,659	11,659	11,659	11,685
S1	11,555	11,555	11,729	11,607
S2	11,353	11,353	11,701
S3	11,047	11,249	11,673
S4	10,741	10,943	11,589

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,212	13,028	12,056
R3	12,668	12,484	11,907
R2	12,124	12,124	11,857
R1	11,940	11,940	11,807	12,032
PP	11,580	11,580	11,580	11,626
S1	11,396	11,396	11,707	11,488
S2	11,036	11,036	11,657
S3	10,492	10,852	11,608
S4	9,948	10,308	11,458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,763	11,219	544	4.6%	280	2.4%	99%	True	False	134,444
10	11,763	11,080	683	5.8%	249	2.1%	99%	True	False	121,506
20	11,763	10,328	1,435	12.2%	288	2.5%	100%	True	False	141,666
40	11,763	10,328	1,435	12.2%	290	2.5%	100%	True	False	112,758
60	12,213	10,328	1,885	16.0%	317	2.7%	76%	False	False	75,255
80	12,675	10,328	2,347	20.0%	277	2.4%	61%	False	False	56,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	47
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,064
2.618	12,564
1.618	12,258
1.000	12,069
0.618	11,952
HIGH	11,763
0.618	11,646
0.500	11,610
0.382	11,574
LOW	11,457
0.618	11,268
1.000	11,151
1.618	10,962
2.618	10,656
4.250	10,157

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	11,708	11,687
PP	11,659	11,617
S1	11,610	11,547

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