mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 11,999 12,079 80 0.7% 11,738
High 12,150 12,104 -46 -0.4% 12,150
Low 11,933 12,010 77 0.6% 11,588
Close 12,098 12,097 -1 0.0% 12,097
Range 217 94 -123 -56.7% 562
ATR 235 225 -10 -4.3% 0
Volume 20 49 29 145.0% 139
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,352 12,319 12,149
R3 12,258 12,225 12,123
R2 12,164 12,164 12,114
R1 12,131 12,131 12,106 12,148
PP 12,070 12,070 12,070 12,079
S1 12,037 12,037 12,089 12,054
S2 11,976 11,976 12,080
S3 11,882 11,943 12,071
S4 11,788 11,849 12,045
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 13,631 13,426 12,406
R3 13,069 12,864 12,252
R2 12,507 12,507 12,200
R1 12,302 12,302 12,149 12,405
PP 11,945 11,945 11,945 11,996
S1 11,740 11,740 12,046 11,843
S2 11,383 11,383 11,994
S3 10,821 11,178 11,943
S4 10,259 10,616 11,788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,150 11,588 562 4.6% 160 1.3% 91% False False 27
10 12,150 11,169 981 8.1% 199 1.6% 95% False False 19
20 12,150 10,288 1,862 15.4% 206 1.7% 97% False False 24
40 12,150 10,288 1,862 15.4% 220 1.8% 97% False False 28
60 12,150 10,288 1,862 15.4% 147 1.2% 97% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 12,504
2.618 12,350
1.618 12,256
1.000 12,198
0.618 12,162
HIGH 12,104
0.618 12,068
0.500 12,057
0.382 12,046
LOW 12,010
0.618 11,952
1.000 11,916
1.618 11,858
2.618 11,764
4.250 11,611
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 12,084 12,021
PP 12,070 11,945
S1 12,057 11,869

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

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