mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 11,422 11,394 -28 -0.2% 11,080
High 11,476 11,589 113 1.0% 11,589
Low 11,312 11,359 47 0.4% 11,080
Close 11,392 11,566 174 1.5% 11,566
Range 164 230 66 40.2% 509
ATR 289 285 -4 -1.5% 0
Volume 125,916 100,472 -25,444 -20.2% 542,844
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,195 12,110 11,693
R3 11,965 11,880 11,629
R2 11,735 11,735 11,608
R1 11,650 11,650 11,587 11,693
PP 11,505 11,505 11,505 11,526
S1 11,420 11,420 11,545 11,463
S2 11,275 11,275 11,524
S3 11,045 11,190 11,503
S4 10,815 10,960 11,440
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,939 12,761 11,846
R3 12,430 12,252 11,706
R2 11,921 11,921 11,659
R1 11,743 11,743 11,613 11,832
PP 11,412 11,412 11,412 11,456
S1 11,234 11,234 11,519 11,323
S2 10,903 10,903 11,473
S3 10,394 10,725 11,426
S4 9,885 10,216 11,286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,589 11,080 509 4.4% 217 1.9% 95% True False 108,568
10 11,589 10,328 1,261 10.9% 263 2.3% 98% True False 139,941
20 11,589 10,328 1,261 10.9% 302 2.6% 98% True False 149,013
40 11,625 10,328 1,297 11.2% 291 2.5% 95% False False 96,003
60 12,675 10,328 2,347 20.3% 308 2.7% 53% False False 64,062
80 12,675 10,328 2,347 20.3% 270 2.3% 53% False False 48,063
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,567
2.618 12,191
1.618 11,961
1.000 11,819
0.618 11,731
HIGH 11,589
0.618 11,501
0.500 11,474
0.382 11,447
LOW 11,359
0.618 11,217
1.000 11,129
1.618 10,987
2.618 10,757
4.250 10,382
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 11,535 11,518
PP 11,505 11,471
S1 11,474 11,423

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

View Archives - Comment on this page... - Back to Index of Symbols