mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	11,766	11,981	215	1.8%	12,152
High	12,008	12,008	0	0.0%	12,160
Low	11,592	11,790	198	1.7%	11,571
Close	11,976	11,941	-35	-0.3%	11,941
Range	416	218	-198	-47.6%	589
ATR	280	275	-4	-1.6%	0
Volume	137,718	114,787	-22,931	-16.7%	662,219

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,567	12,472	12,061
R3	12,349	12,254	12,001
R2	12,131	12,131	11,981
R1	12,036	12,036	11,961	11,975
PP	11,913	11,913	11,913	11,882
S1	11,818	11,818	11,921	11,757
S2	11,695	11,695	11,901
S3	11,477	11,600	11,881
S4	11,259	11,382	11,821

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,658	13,388	12,265
R3	13,069	12,799	12,103
R2	12,480	12,480	12,049
R1	12,210	12,210	11,995	12,051
PP	11,891	11,891	11,891	11,811
S1	11,621	11,621	11,887	11,462
S2	11,302	11,302	11,833
S3	10,713	11,032	11,779
S4	10,124	10,443	11,617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,160	11,571	589	4.9%	292	2.4%	63%	False	False	132,443
10	12,228	11,571	657	5.5%	264	2.2%	56%	False	False	127,579
20	12,228	11,080	1,148	9.6%	256	2.1%	75%	False	False	124,543
40	12,228	10,328	1,900	15.9%	287	2.4%	85%	False	False	140,647
60	12,228	10,328	1,900	15.9%	284	2.4%	85%	False	False	96,480
80	12,675	10,328	2,347	19.7%	291	2.4%	69%	False	False	72,400
100	12,675	10,328	2,347	19.7%	263	2.2%	69%	False	False	57,940

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,935
2.618	12,579
1.618	12,361
1.000	12,226
0.618	12,143
HIGH	12,008
0.618	11,925
0.500	11,899
0.382	11,873
LOW	11,790
0.618	11,655
1.000	11,572
1.618	11,437
2.618	11,219
4.250	10,864

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	11,927	11,894
PP	11,913	11,847
S1	11,899	11,800

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