mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 11,806 12,170 364 3.1% 11,717
High 12,228 12,194 -34 -0.3% 12,228
Low 11,806 12,092 286 2.4% 11,623
Close 12,168 12,168 0 0.0% 12,168
Range 422 102 -320 -75.8% 605
ATR 281 268 -13 -4.5% 0
Volume 138,909 82,969 -55,940 -40.3% 613,578
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,457 12,415 12,224
R3 12,355 12,313 12,196
R2 12,253 12,253 12,187
R1 12,211 12,211 12,177 12,181
PP 12,151 12,151 12,151 12,137
S1 12,109 12,109 12,159 12,079
S2 12,049 12,049 12,149
S3 11,947 12,007 12,140
S4 11,845 11,905 12,112
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 13,821 13,600 12,501
R3 13,216 12,995 12,335
R2 12,611 12,611 12,279
R1 12,390 12,390 12,224 12,501
PP 12,006 12,006 12,006 12,062
S1 11,785 11,785 12,113 11,896
S2 11,401 11,401 12,057
S3 10,796 11,180 12,002
S4 10,191 10,575 11,835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,228 11,623 605 5.0% 236 1.9% 90% False False 122,715
10 12,228 11,219 1,009 8.3% 258 2.1% 94% False False 128,580
20 12,228 10,328 1,900 15.6% 261 2.1% 97% False False 134,261
40 12,228 10,328 1,900 15.6% 288 2.4% 97% False False 128,043
60 12,228 10,328 1,900 15.6% 310 2.5% 97% False False 85,468
80 12,675 10,328 2,347 19.3% 284 2.3% 78% False False 64,126
100 12,675 10,328 2,347 19.3% 250 2.1% 78% False False 51,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 12,628
2.618 12,461
1.618 12,359
1.000 12,296
0.618 12,257
HIGH 12,194
0.618 12,155
0.500 12,143
0.382 12,131
LOW 12,092
0.618 12,029
1.000 11,990
1.618 11,927
2.618 11,825
4.250 11,659
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 12,160 12,089
PP 12,151 12,009
S1 12,143 11,930

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

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