mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 11,416 11,300 -116 -1.0% 11,086
High 11,490 11,424 -66 -0.6% 11,500
Low 11,350 11,283 -67 -0.6% 11,086
Close 11,369 11,397 28 0.2% 11,491
Range 140 141 1 0.7% 414
ATR 239 232 -7 -2.9% 0
Volume 6 42 36 600.0% 173
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,791 11,735 11,475
R3 11,650 11,594 11,436
R2 11,509 11,509 11,423
R1 11,453 11,453 11,410 11,481
PP 11,368 11,368 11,368 11,382
S1 11,312 11,312 11,384 11,340
S2 11,227 11,227 11,371
S3 11,086 11,171 11,358
S4 10,945 11,030 11,320
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% 220 1.9% 59% False False 13
10 11,558 10,920 638 5.6% 187 1.6% 75% False False 25
20 11,558 10,288 1,270 11.1% 246 2.2% 87% False False 34
40 11,558 10,288 1,270 11.1% 193 1.7% 87% False False 25
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,023
2.618 11,793
1.618 11,652
1.000 11,565
0.618 11,511
HIGH 11,424
0.618 11,370
0.500 11,354
0.382 11,337
LOW 11,283
0.618 11,196
1.000 11,142
1.618 11,055
2.618 10,914
4.250 10,684
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 11,383 11,376
PP 11,368 11,355
S1 11,354 11,334

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

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