mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 11,550 11,700 150 1.3% 11,738
High 11,640 11,745 105 0.9% 12,150
Low 11,498 11,651 153 1.3% 11,588
Close 11,611 11,697 86 0.7% 12,097
Range 142 94 -48 -33.8% 562
ATR 234 227 -7 -3.1% 0
Volume 4 14 10 250.0% 139
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 11,980 11,932 11,749
R3 11,886 11,838 11,723
R2 11,792 11,792 11,714
R1 11,744 11,744 11,706 11,721
PP 11,698 11,698 11,698 11,686
S1 11,650 11,650 11,689 11,627
S2 11,604 11,604 11,680
S3 11,510 11,556 11,671
S4 11,416 11,462 11,645
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 11,498 652 5.6% 150 1.3% 31% False False 25
10 12,150 11,283 867 7.4% 166 1.4% 48% False False 24
20 12,150 10,740 1,410 12.1% 181 1.5% 68% False False 24
40 12,150 10,288 1,862 15.9% 231 2.0% 76% False False 29
60 12,150 10,288 1,862 15.9% 154 1.3% 76% False False 20
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,145
2.618 11,991
1.618 11,897
1.000 11,839
0.618 11,803
HIGH 11,745
0.618 11,709
0.500 11,698
0.382 11,687
LOW 11,651
0.618 11,593
1.000 11,557
1.618 11,499
2.618 11,405
4.250 11,252
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 11,698 11,769
PP 11,698 11,745
S1 11,697 11,721

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

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