mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 10,880 10,950 70 0.6% 10,685
High 10,977 11,075 98 0.9% 11,075
Low 10,740 10,920 180 1.7% 10,288
Close 10,970 10,990 20 0.2% 10,990
Range 237 155 -82 -34.6% 787
ATR 269 261 -8 -3.0% 0
Volume 48 20 -28 -58.3% 120
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,460 11,380 11,075
R3 11,305 11,225 11,033
R2 11,150 11,150 11,019
R1 11,070 11,070 11,004 11,110
PP 10,995 10,995 10,995 11,015
S1 10,915 10,915 10,976 10,955
S2 10,840 10,840 10,962
S3 10,685 10,760 10,948
S4 10,530 10,605 10,905
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 13,145 12,855 11,423
R3 12,358 12,068 11,207
R2 11,571 11,571 11,134
R1 11,281 11,281 11,062 11,426
PP 10,784 10,784 10,784 10,857
S1 10,494 10,494 10,918 10,639
S2 9,997 9,997 10,846
S3 9,210 9,707 10,774
S4 8,423 8,920 10,557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,075 10,288 787 7.2% 264 2.4% 89% True False 24
10 11,187 10,288 899 8.2% 291 2.7% 78% False False 42
20 11,391 10,288 1,103 10.0% 276 2.5% 64% False False 37
40 11,462 10,288 1,174 10.7% 150 1.4% 60% False False 19
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 96
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 11,734
2.618 11,481
1.618 11,326
1.000 11,230
0.618 11,171
HIGH 11,075
0.618 11,016
0.500 10,998
0.382 10,979
LOW 10,920
0.618 10,824
1.000 10,765
1.618 10,669
2.618 10,514
4.250 10,261
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 10,998 10,933
PP 10,995 10,876
S1 10,993 10,819

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

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