mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	11,910	11,675	-235	-2.0%	11,717
High	11,917	11,818	-99	-0.8%	12,228
Low	11,571	11,617	46	0.4%	11,623
Close	11,682	11,768	86	0.7%	12,168
Range	346	201	-145	-41.9%	605
ATR	275	269	-5	-1.9%	0
Volume	185,319	119,672	-65,647	-35.4%	613,578

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,337	12,254	11,879
R3	12,136	12,053	11,823
R2	11,935	11,935	11,805
R1	11,852	11,852	11,787	11,894
PP	11,734	11,734	11,734	11,755
S1	11,651	11,651	11,750	11,693
S2	11,533	11,533	11,731
S3	11,332	11,450	11,713
S4	11,131	11,249	11,658

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	11,571	657	5.6%	270	2.3%	30%	False	False	126,318
10	12,228	11,330	898	7.6%	251	2.1%	49%	False	False	128,510
20	12,228	10,787	1,441	12.2%	248	2.1%	68%	False	False	126,876
40	12,228	10,328	1,900	16.1%	287	2.4%	76%	False	False	138,185
60	12,228	10,328	1,900	16.1%	294	2.5%	76%	False	False	92,283
80	12,675	10,328	2,347	19.9%	288	2.4%	61%	False	False	69,245
100	12,675	10,328	2,347	19.9%	258	2.2%	61%	False	False	55,415

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,672
2.618	12,344
1.618	12,143
1.000	12,019
0.618	11,942
HIGH	11,818
0.618	11,741
0.500	11,718
0.382	11,694
LOW	11,617
0.618	11,493
1.000	11,416
1.618	11,292
2.618	11,091
4.250	10,763

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	11,751	11,866
PP	11,734	11,833
S1	11,718	11,801

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