mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 10,691 10,836 145 1.4% 10,640
High 10,882 11,065 183 1.7% 11,289
Low 10,619 10,787 168 1.6% 10,551
Close 10,838 11,046 208 1.9% 10,841
Range 263 278 15 5.7% 738
ATR 327 324 -4 -1.1% 0
Volume 159,598 145,808 -13,790 -8.6% 761,693
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,800 11,701 11,199
R3 11,522 11,423 11,123
R2 11,244 11,244 11,097
R1 11,145 11,145 11,072 11,195
PP 10,966 10,966 10,966 10,991
S1 10,867 10,867 11,021 10,917
S2 10,688 10,688 10,995
S3 10,410 10,589 10,970
S4 10,132 10,311 10,893
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 11,126 10,328 798 7.2% 336 3.0% 90% False False 169,829
10 11,289 10,328 961 8.7% 339 3.1% 75% False False 163,218
20 11,475 10,328 1,147 10.4% 331 3.0% 63% False False 154,976
40 11,625 10,328 1,297 11.7% 310 2.8% 55% False False 78,618
60 12,675 10,328 2,347 21.2% 303 2.7% 31% False False 52,463
80 12,675 10,328 2,347 21.2% 264 2.4% 31% False False 39,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,247
2.618 11,793
1.618 11,515
1.000 11,343
0.618 11,237
HIGH 11,065
0.618 10,959
0.500 10,926
0.382 10,893
LOW 10,787
0.618 10,615
1.000 10,509
1.618 10,337
2.618 10,059
4.250 9,606
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 11,006 10,930
PP 10,966 10,813
S1 10,926 10,697

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

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