mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 11,233 11,338 105 0.9% 10,685
High 11,460 11,374 -86 -0.8% 11,075
Low 11,202 11,260 58 0.5% 10,288
Close 11,341 11,317 -24 -0.2% 10,990
Range 258 114 -144 -55.8% 787
ATR 248 239 -10 -3.9% 0
Volume 91 19 -72 -79.1% 120
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 11,659 11,602 11,380
R3 11,545 11,488 11,348
R2 11,431 11,431 11,338
R1 11,374 11,374 11,328 11,346
PP 11,317 11,317 11,317 11,303
S1 11,260 11,260 11,307 11,232
S2 11,203 11,203 11,296
S3 11,089 11,146 11,286
S4 10,975 11,032 11,254
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 11,460 10,920 540 4.8% 155 1.4% 74% False False 36
10 11,460 10,288 1,172 10.4% 224 2.0% 88% False False 34
20 11,460 10,288 1,172 10.4% 265 2.3% 88% False False 42
40 11,462 10,288 1,174 10.4% 165 1.5% 88% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,859
2.618 11,673
1.618 11,559
1.000 11,488
0.618 11,445
HIGH 11,374
0.618 11,331
0.500 11,317
0.382 11,304
LOW 11,260
0.618 11,190
1.000 11,146
1.618 11,076
2.618 10,962
4.250 10,776
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 11,317 11,331
PP 11,317 11,326
S1 11,317 11,322

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

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