mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 11,738 11,700 -38 -0.3% 11,461
High 11,787 11,781 -6 -0.1% 11,667
Low 11,642 11,589 -53 -0.5% 11,169
Close 11,752 11,591 -161 -1.4% 11,683
Range 145 192 47 32.4% 498
ATR 229 226 -3 -1.1% 0
Volume 8 29 21 262.5% 60
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 12,230 12,102 11,697
R3 12,038 11,910 11,644
R2 11,846 11,846 11,626
R1 11,718 11,718 11,609 11,686
PP 11,654 11,654 11,654 11,638
S1 11,526 11,526 11,574 11,494
S2 11,462 11,462 11,556
S3 11,270 11,334 11,538
S4 11,078 11,142 11,486
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 13,000 12,840 11,957
R3 12,502 12,342 11,820
R2 12,004 12,004 11,774
R1 11,844 11,844 11,729 11,924
PP 11,506 11,506 11,506 11,547
S1 11,346 11,346 11,637 11,426
S2 11,008 11,008 11,592
S3 10,510 10,848 11,546
S4 10,012 10,350 11,409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,787 11,283 504 4.3% 179 1.5% 61% False False 17
10 11,787 11,169 618 5.3% 209 1.8% 68% False False 21
20 11,787 10,288 1,499 12.9% 226 1.9% 87% False False 30
40 11,787 10,288 1,499 12.9% 208 1.8% 87% False False 25
60 11,787 10,288 1,499 12.9% 142 1.2% 87% False False 17
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,597
2.618 12,284
1.618 12,092
1.000 11,973
0.618 11,900
HIGH 11,781
0.618 11,708
0.500 11,685
0.382 11,662
LOW 11,589
0.618 11,470
1.000 11,397
1.618 11,278
2.618 11,086
4.250 10,773
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 11,685 11,590
PP 11,654 11,589
S1 11,622 11,589

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

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