mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 11,700 11,621 -79 -0.7% 11,461
High 11,781 11,739 -42 -0.4% 11,667
Low 11,589 11,588 -1 0.0% 11,169
Close 11,591 11,731 140 1.2% 11,683
Range 192 151 -41 -21.4% 498
ATR 226 221 -5 -2.4% 0
Volume 29 33 4 13.8% 60
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,139 12,086 11,814
R3 11,988 11,935 11,773
R2 11,837 11,837 11,759
R1 11,784 11,784 11,745 11,811
PP 11,686 11,686 11,686 11,699
S1 11,633 11,633 11,717 11,660
S2 11,535 11,535 11,703
S3 11,384 11,482 11,690
S4 11,233 11,331 11,648
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 11,787 11,283 504 4.3% 181 1.5% 89% False False 23
10 11,787 11,169 618 5.3% 198 1.7% 91% False False 15
20 11,787 10,288 1,499 12.8% 219 1.9% 96% False False 29
40 11,787 10,288 1,499 12.8% 212 1.8% 96% False False 26
60 11,787 10,288 1,499 12.8% 143 1.2% 96% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,381
2.618 12,134
1.618 11,983
1.000 11,890
0.618 11,832
HIGH 11,739
0.618 11,681
0.500 11,664
0.382 11,646
LOW 11,588
0.618 11,495
1.000 11,437
1.618 11,344
2.618 11,193
4.250 10,946
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 11,709 11,717
PP 11,686 11,702
S1 11,664 11,688

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

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