mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 11,461 11,200 -261 -2.3% 11,086
High 11,558 11,499 -59 -0.5% 11,500
Low 11,260 11,169 -91 -0.8% 11,086
Close 11,226 11,451 225 2.0% 11,491
Range 298 330 32 10.7% 414
ATR 240 246 6 2.7% 0
Volume 1 8 7 700.0% 173
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,363 12,237 11,633
R3 12,033 11,907 11,542
R2 11,703 11,703 11,512
R1 11,577 11,577 11,481 11,640
PP 11,373 11,373 11,373 11,405
S1 11,247 11,247 11,421 11,310
S2 11,043 11,043 11,391
S3 10,713 10,917 11,360
S4 10,383 10,587 11,270
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,601 12,460 11,719
R3 12,187 12,046 11,605
R2 11,773 11,773 11,567
R1 11,632 11,632 11,529 11,703
PP 11,359 11,359 11,359 11,394
S1 11,218 11,218 11,453 11,289
S2 10,945 10,945 11,415
S3 10,531 10,804 11,377
S4 10,117 10,390 11,263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,558 11,169 389 3.4% 239 2.1% 72% False True 25
10 11,558 10,562 996 8.7% 205 1.8% 89% False False 26
20 11,558 10,288 1,270 11.1% 277 2.4% 92% False False 35
40 11,558 10,288 1,270 11.1% 186 1.6% 92% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,902
2.618 12,363
1.618 12,033
1.000 11,829
0.618 11,703
HIGH 11,499
0.618 11,373
0.500 11,334
0.382 11,295
LOW 11,169
0.618 10,965
1.000 10,839
1.618 10,635
2.618 10,305
4.250 9,767
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 11,412 11,422
PP 11,373 11,393
S1 11,334 11,364

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

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