mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 11,963 11,990 27 0.2% 12,040
High 12,060 11,990 -70 -0.6% 12,040
Low 11,910 11,632 -278 -2.3% 11,498
Close 12,053 11,663 -390 -3.2% 11,871
Range 150 358 208 138.7% 542
ATR 225 239 14 6.2% 0
Volume 9 19 10 111.1% 118
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,836 12,607 11,860
R3 12,478 12,249 11,762
R2 12,120 12,120 11,729
R1 11,891 11,891 11,696 11,827
PP 11,762 11,762 11,762 11,729
S1 11,533 11,533 11,630 11,469
S2 11,404 11,404 11,597
S3 11,046 11,175 11,565
S4 10,688 10,817 11,466
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 13,429 13,192 12,169
R3 12,887 12,650 12,020
R2 12,345 12,345 11,970
R1 12,108 12,108 11,921 11,956
PP 11,803 11,803 11,803 11,727
S1 11,566 11,566 11,821 11,414
S2 11,261 11,261 11,772
S3 10,719 11,024 11,722
S4 10,177 10,482 11,573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,060 11,552 508 4.4% 251 2.2% 22% False False 21
10 12,150 11,498 652 5.6% 201 1.7% 25% False False 23
20 12,150 11,169 981 8.4% 199 1.7% 50% False False 19
40 12,150 10,288 1,862 16.0% 234 2.0% 74% False False 31
60 12,150 10,288 1,862 16.0% 175 1.5% 74% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,512
2.618 12,927
1.618 12,569
1.000 12,348
0.618 12,211
HIGH 11,990
0.618 11,853
0.500 11,811
0.382 11,769
LOW 11,632
0.618 11,411
1.000 11,274
1.618 11,053
2.618 10,695
4.250 10,111
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 11,811 11,846
PP 11,762 11,785
S1 11,712 11,724

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

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