mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 11,860 11,871 11 0.1% 12,040
High 11,909 11,940 31 0.3% 12,040
Low 11,725 11,760 35 0.3% 11,498
Close 11,871 11,937 66 0.6% 11,871
Range 184 180 -4 -2.2% 542
ATR 234 231 -4 -1.7% 0
Volume 56 16 -40 -71.4% 118
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,419 12,358 12,036
R3 12,239 12,178 11,987
R2 12,059 12,059 11,970
R1 11,998 11,998 11,954 12,029
PP 11,879 11,879 11,879 11,894
S1 11,818 11,818 11,921 11,849
S2 11,699 11,699 11,904
S3 11,519 11,638 11,888
S4 11,339 11,458 11,838
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 11,940 11,498 442 3.7% 197 1.6% 99% True False 19
10 12,150 11,498 652 5.5% 184 1.5% 67% False False 26
20 12,150 11,169 981 8.2% 190 1.6% 78% False False 23
40 12,150 10,288 1,862 15.6% 233 2.0% 89% False False 31
60 12,150 10,288 1,862 15.6% 166 1.4% 89% False False 21
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 42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,705
2.618 12,411
1.618 12,231
1.000 12,120
0.618 12,051
HIGH 11,940
0.618 11,871
0.500 11,850
0.382 11,829
LOW 11,760
0.618 11,649
1.000 11,580
1.618 11,469
2.618 11,289
4.250 10,995
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 11,908 11,873
PP 11,879 11,810
S1 11,850 11,746

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

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