mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 11,200 11,416 216 1.9% 11,086
High 11,499 11,490 -9 -0.1% 11,500
Low 11,169 11,350 181 1.6% 11,086
Close 11,451 11,369 -82 -0.7% 11,491
Range 330 140 -190 -57.6% 414
ATR 246 239 -8 -3.1% 0
Volume 8 6 -2 -25.0% 173
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,823 11,736 11,446
R3 11,683 11,596 11,408
R2 11,543 11,543 11,395
R1 11,456 11,456 11,382 11,430
PP 11,403 11,403 11,403 11,390
S1 11,316 11,316 11,356 11,290
S2 11,263 11,263 11,343
S3 11,123 11,176 11,331
S4 10,983 11,036 11,292
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% 215 1.9% 51% False False 8
10 11,558 10,740 818 7.2% 197 1.7% 77% False False 25
20 11,558 10,288 1,270 11.2% 265 2.3% 85% False False 34
40 11,558 10,288 1,270 11.2% 189 1.7% 85% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,085
2.618 11,857
1.618 11,717
1.000 11,630
0.618 11,577
HIGH 11,490
0.618 11,437
0.500 11,420
0.382 11,404
LOW 11,350
0.618 11,264
1.000 11,210
1.618 11,124
2.618 10,984
4.250 10,755
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 11,420 11,367
PP 11,403 11,365
S1 11,386 11,364

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

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