mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 10,418 10,565 147 1.4% 10,690
High 10,651 10,786 135 1.3% 11,187
Low 10,288 10,562 274 2.7% 10,478
Close 10,606 10,762 156 1.5% 10,762
Range 363 224 -139 -38.3% 709
ATR 275 271 -4 -1.3% 0
Volume 10 14 4 40.0% 307
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,375 11,293 10,885
R3 11,151 11,069 10,824
R2 10,927 10,927 10,803
R1 10,845 10,845 10,783 10,886
PP 10,703 10,703 10,703 10,724
S1 10,621 10,621 10,742 10,662
S2 10,479 10,479 10,721
S3 10,255 10,397 10,701
S4 10,031 10,173 10,639
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 11,113 10,288 825 7.7% 302 2.8% 57% False False 43
10 11,187 10,288 899 8.4% 332 3.1% 53% False False 42
20 11,391 10,288 1,103 10.2% 280 2.6% 43% False False 34
40 11,462 10,288 1,174 10.9% 140 1.3% 40% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 98
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,738
2.618 11,373
1.618 11,149
1.000 11,010
0.618 10,925
HIGH 10,786
0.618 10,701
0.500 10,674
0.382 10,648
LOW 10,562
0.618 10,424
1.000 10,338
1.618 10,200
2.618 9,976
4.250 9,610
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 10,733 10,690
PP 10,703 10,618
S1 10,674 10,546

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

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