mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 12,079 12,040 -39 -0.3% 11,738
High 12,104 12,040 -64 -0.5% 12,150
Low 12,010 11,837 -173 -1.4% 11,588
Close 12,097 11,826 -271 -2.2% 12,097
Range 94 203 109 116.0% 562
ATR 225 227 3 1.1% 0
Volume 49 39 -10 -20.4% 139
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,510 12,371 11,938
R3 12,307 12,168 11,882
R2 12,104 12,104 11,863
R1 11,965 11,965 11,845 11,933
PP 11,901 11,901 11,901 11,885
S1 11,762 11,762 11,808 11,730
S2 11,698 11,698 11,789
S3 11,495 11,559 11,770
S4 11,292 11,356 11,714
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 4.8% 172 1.4% 42% False False 34
10 12,150 11,169 981 8.3% 189 1.6% 67% False False 23
20 12,150 10,288 1,862 15.7% 199 1.7% 83% False False 25
40 12,150 10,288 1,862 15.7% 225 1.9% 83% False False 29
60 12,150 10,288 1,862 15.7% 150 1.3% 83% False False 19
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 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,903
2.618 12,572
1.618 12,369
1.000 12,243
0.618 12,166
HIGH 12,040
0.618 11,963
0.500 11,939
0.382 11,915
LOW 11,837
0.618 11,712
1.000 11,634
1.618 11,509
2.618 11,306
4.250 10,974
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 11,939 11,994
PP 11,901 11,938
S1 11,864 11,882

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

View Archives - Comment on this page... - Back to Index of Symbols