mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 11,552 11,860 308 2.7% 12,040
High 11,934 11,909 -25 -0.2% 12,040
Low 11,552 11,725 173 1.5% 11,498
Close 11,905 11,871 -34 -0.3% 11,871
Range 382 184 -198 -51.8% 542
ATR 238 234 -4 -1.6% 0
Volume 5 56 51 1,020.0% 118
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,387 12,313 11,972
R3 12,203 12,129 11,922
R2 12,019 12,019 11,905
R1 11,945 11,945 11,888 11,982
PP 11,835 11,835 11,835 11,854
S1 11,761 11,761 11,854 11,798
S2 11,651 11,651 11,837
S3 11,467 11,577 11,821
S4 11,283 11,393 11,770
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,429 13,192 12,169
R3 12,887 12,650 12,020
R2 12,345 12,345 11,970
R1 12,108 12,108 11,921 11,956
PP 11,803 11,803 11,803 11,727
S1 11,566 11,566 11,821 11,414
S2 11,261 11,261 11,772
S3 10,719 11,024 11,722
S4 10,177 10,482 11,573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,040 11,498 542 4.6% 201 1.7% 69% False False 23
10 12,150 11,498 652 5.5% 181 1.5% 57% False False 25
20 12,150 11,086 1,064 9.0% 190 1.6% 74% False False 24
40 12,150 10,288 1,862 15.7% 233 2.0% 85% False False 31
60 12,150 10,288 1,862 15.7% 163 1.4% 85% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,691
2.618 12,391
1.618 12,207
1.000 12,093
0.618 12,023
HIGH 11,909
0.618 11,839
0.500 11,817
0.382 11,795
LOW 11,725
0.618 11,611
1.000 11,541
1.618 11,427
2.618 11,243
4.250 10,943
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 11,853 11,828
PP 11,835 11,786
S1 11,817 11,743

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

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