mini-sized Dow ($5) Future March 2012


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 10,685 10,418 -267 -2.5% 10,690
High 10,803 10,651 -152 -1.4% 11,187
Low 10,465 10,288 -177 -1.7% 10,478
Close 10,452 10,606 154 1.5% 10,762
Range 338 363 25 7.4% 709
ATR 268 275 7 2.5% 0
Volume 28 10 -18 -64.3% 307
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,604 11,468 10,806
R3 11,241 11,105 10,706
R2 10,878 10,878 10,673
R1 10,742 10,742 10,639 10,810
PP 10,515 10,515 10,515 10,549
S1 10,379 10,379 10,573 10,447
S2 10,152 10,152 10,540
S3 9,789 10,016 10,506
S4 9,426 9,653 10,406
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,936 12,558 11,152
R3 12,227 11,849 10,957
R2 11,518 11,518 10,892
R1 11,140 11,140 10,827 11,329
PP 10,809 10,809 10,809 10,904
S1 10,431 10,431 10,697 10,620
S2 10,100 10,100 10,632
S3 9,391 9,722 10,567
S4 8,682 9,013 10,372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,137 10,288 849 8.0% 315 3.0% 37% False True 51
10 11,319 10,288 1,031 9.7% 349 3.3% 31% False True 44
20 11,391 10,288 1,103 10.4% 269 2.5% 29% False True 34
40 11,462 10,288 1,174 11.1% 135 1.3% 27% False True 17
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 102
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,194
2.618 11,601
1.618 11,238
1.000 11,014
0.618 10,875
HIGH 10,651
0.618 10,512
0.500 10,470
0.382 10,427
LOW 10,288
0.618 10,064
1.000 9,925
1.618 9,701
2.618 9,338
4.250 8,745
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 10,561 10,655
PP 10,515 10,638
S1 10,470 10,622

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

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