mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 10,824 10,535 -289 -2.7% 10,640
High 10,907 10,749 -158 -1.4% 11,289
Low 10,517 10,328 -189 -1.8% 10,551
Close 10,529 10,683 154 1.5% 10,841
Range 390 421 31 7.9% 738
ATR 325 332 7 2.1% 0
Volume 181,540 216,264 34,724 19.1% 761,693
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,850 11,687 10,915
R3 11,429 11,266 10,799
R2 11,008 11,008 10,760
R1 10,845 10,845 10,722 10,927
PP 10,587 10,587 10,587 10,627
S1 10,424 10,424 10,645 10,506
S2 10,166 10,166 10,606
S3 9,745 10,003 10,567
S4 9,324 9,582 10,452
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,108 12,712 11,247
R3 12,370 11,974 11,044
R2 11,632 11,632 10,976
R1 11,236 11,236 10,909 11,434
PP 10,894 10,894 10,894 10,993
S1 10,498 10,498 10,773 10,696
S2 10,156 10,156 10,706
S3 9,418 9,760 10,638
S4 8,680 9,022 10,435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,242 10,328 914 8.6% 354 3.3% 39% False True 170,953
10 11,406 10,328 1,078 10.1% 378 3.5% 33% False True 173,054
20 11,475 10,328 1,147 10.7% 328 3.1% 31% False True 141,600
40 11,625 10,328 1,297 12.1% 330 3.1% 27% False True 71,005
60 12,675 10,328 2,347 22.0% 300 2.8% 15% False True 47,375
80 12,675 10,328 2,347 22.0% 257 2.4% 15% False True 35,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 85
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,538
2.618 11,851
1.618 11,430
1.000 11,170
0.618 11,009
HIGH 10,749
0.618 10,588
0.500 10,539
0.382 10,489
LOW 10,328
0.618 10,068
1.000 9,907
1.618 9,647
2.618 9,226
4.250 8,539
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 10,635 10,727
PP 10,587 10,712
S1 10,539 10,698

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

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