mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	11,300	11,390	90	0.8%	11,461
High	11,424	11,667	243	2.1%	11,667
Low	11,283	11,390	107	0.9%	11,169
Close	11,397	11,683	286	2.5%	11,683
Range	141	277	136	96.5%	498
ATR	232	235	3	1.4%	0
Volume	42	3	-39	-92.9%	60

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,411	12,324	11,835
R3	12,134	12,047	11,759
R2	11,857	11,857	11,734
R1	11,770	11,770	11,709	11,814
PP	11,580	11,580	11,580	11,602
S1	11,493	11,493	11,658	11,537
S2	11,303	11,303	11,632
S3	11,026	11,216	11,607
S4	10,749	10,939	11,531

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,000	12,840	11,957
R3	12,502	12,342	11,820
R2	12,004	12,004	11,774
R1	11,844	11,844	11,729	11,924
PP	11,506	11,506	11,506	11,547
S1	11,346	11,346	11,637	11,426
S2	11,008	11,008	11,592
S3	10,510	10,848	11,546
S4	10,012	10,350	11,409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,667	11,169	498	4.3%	237	2.0%	103%	True	False	12
10	11,667	11,086	581	5.0%	200	1.7%	103%	True	False	23
20	11,667	10,288	1,379	11.8%	246	2.1%	101%	True	False	33
40	11,667	10,288	1,379	11.8%	200	1.7%	101%	True	False	25
60	12,106	10,288	1,818	15.6%	140	1.2%	77%	False	False	17

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	29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,844
2.618	12,392
1.618	12,115
1.000	11,944
0.618	11,838
HIGH	11,667
0.618	11,561
0.500	11,529
0.382	11,496
LOW	11,390
0.618	11,219
1.000	11,113
1.618	10,942
2.618	10,665
4.250	10,213

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	11,632	11,614
PP	11,580	11,544
S1	11,529	11,475

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