mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 10,565 10,880 315 3.0% 10,690
High 10,786 10,977 191 1.8% 11,187
Low 10,562 10,740 178 1.7% 10,478
Close 10,762 10,970 208 1.9% 10,762
Range 224 237 13 5.8% 709
ATR 271 269 -2 -0.9% 0
Volume 14 48 34 242.9% 307
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,607 11,525 11,100
R3 11,370 11,288 11,035
R2 11,133 11,133 11,014
R1 11,051 11,051 10,992 11,092
PP 10,896 10,896 10,896 10,916
S1 10,814 10,814 10,948 10,855
S2 10,659 10,659 10,927
S3 10,422 10,577 10,905
S4 10,185 10,340 10,840
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,936 12,558 11,152
R3 12,227 11,849 10,957
R2 11,518 11,518 10,892
R1 11,140 11,140 10,827 11,329
PP 10,809 10,809 10,809 10,904
S1 10,431 10,431 10,697 10,620
S2 10,100 10,100 10,632
S3 9,391 9,722 10,567
S4 8,682 9,013 10,372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,021 10,288 733 6.7% 293 2.7% 93% False False 32
10 11,187 10,288 899 8.2% 305 2.8% 76% False False 43
20 11,391 10,288 1,103 10.1% 284 2.6% 62% False False 36
40 11,462 10,288 1,174 10.7% 146 1.3% 58% False False 19
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 98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,984
2.618 11,598
1.618 11,361
1.000 11,214
0.618 11,124
HIGH 10,977
0.618 10,887
0.500 10,859
0.382 10,831
LOW 10,740
0.618 10,594
1.000 10,503
1.618 10,357
2.618 10,120
4.250 9,733
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 10,933 10,858
PP 10,896 10,745
S1 10,859 10,633

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

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