mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 11,621 11,999 378 3.3% 11,461
High 11,739 12,150 411 3.5% 11,667
Low 11,588 11,933 345 3.0% 11,169
Close 11,731 12,098 367 3.1% 11,683
Range 151 217 66 43.7% 498
ATR 221 235 14 6.4% 0
Volume 33 20 -13 -39.4% 60
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,711 12,622 12,217
R3 12,494 12,405 12,158
R2 12,277 12,277 12,138
R1 12,188 12,188 12,118 12,233
PP 12,060 12,060 12,060 12,083
S1 11,971 11,971 12,078 12,016
S2 11,843 11,843 12,058
S3 11,626 11,754 12,038
S4 11,409 11,537 11,979
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 12,150 11,390 760 6.3% 197 1.6% 93% True False 18
10 12,150 11,169 981 8.1% 208 1.7% 95% True False 15
20 12,150 10,288 1,862 15.4% 216 1.8% 97% True False 25
40 12,150 10,288 1,862 15.4% 218 1.8% 97% True False 27
60 12,150 10,288 1,862 15.4% 145 1.2% 97% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,072
2.618 12,718
1.618 12,501
1.000 12,367
0.618 12,284
HIGH 12,150
0.618 12,067
0.500 12,042
0.382 12,016
LOW 11,933
0.618 11,799
1.000 11,716
1.618 11,582
2.618 11,365
4.250 11,011
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 12,079 12,022
PP 12,060 11,945
S1 12,042 11,869

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

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