mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 11,871 11,963 92 0.8% 12,040
High 11,940 12,060 120 1.0% 12,040
Low 11,760 11,910 150 1.3% 11,498
Close 11,937 12,053 116 1.0% 11,871
Range 180 150 -30 -16.7% 542
ATR 231 225 -6 -2.5% 0
Volume 16 9 -7 -43.8% 118
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,458 12,405 12,136
R3 12,308 12,255 12,094
R2 12,158 12,158 12,081
R1 12,105 12,105 12,067 12,132
PP 12,008 12,008 12,008 12,021
S1 11,955 11,955 12,039 11,982
S2 11,858 11,858 12,026
S3 11,708 11,805 12,012
S4 11,558 11,655 11,971
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 12,060 11,552 508 4.2% 198 1.6% 99% True False 20
10 12,150 11,498 652 5.4% 180 1.5% 85% False False 24
20 12,150 11,169 981 8.1% 194 1.6% 90% False False 23
40 12,150 10,288 1,862 15.4% 234 1.9% 95% False False 31
60 12,150 10,288 1,862 15.4% 169 1.4% 95% False False 21
Crabel Price Patterns
NR True
NR4 True
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 39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,698
2.618 12,453
1.618 12,303
1.000 12,210
0.618 12,153
HIGH 12,060
0.618 12,003
0.500 11,985
0.382 11,967
LOW 11,910
0.618 11,817
1.000 11,760
1.618 11,667
2.618 11,517
4.250 11,273
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 12,030 12,000
PP 12,008 11,946
S1 11,985 11,893

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

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