mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 11,350 11,228 -122 -1.1% 11,108
High 11,400 11,300 -100 -0.9% 11,400
Low 11,205 10,853 -352 -3.1% 10,848
Close 11,223 10,949 -274 -2.4% 10,949
Range 195 447 252 129.2% 552
ATR 284 296 12 4.1% 0
Volume 36,142 117,884 81,742 226.2% 156,926
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,375 12,109 11,195
R3 11,928 11,662 11,072
R2 11,481 11,481 11,031
R1 11,215 11,215 10,990 11,125
PP 11,034 11,034 11,034 10,989
S1 10,768 10,768 10,908 10,678
S2 10,587 10,587 10,867
S3 10,140 10,321 10,826
S4 9,693 9,874 10,703
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,722 12,387 11,253
R3 12,170 11,835 11,101
R2 11,618 11,618 11,050
R1 11,283 11,283 11,000 11,175
PP 11,066 11,066 11,066 11,011
S1 10,731 10,731 10,899 10,623
S2 10,514 10,514 10,848
S3 9,962 10,179 10,797
S4 9,410 9,627 10,646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,414 10,848 566 5.2% 299 2.7% 18% False False 31,612
10 11,625 10,840 785 7.2% 274 2.5% 14% False False 16,025
20 11,625 10,651 974 8.9% 279 2.5% 31% False False 8,147
40 12,675 10,370 2,305 21.1% 295 2.7% 25% False False 4,153
60 12,675 10,370 2,305 21.1% 247 2.3% 25% False False 2,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,200
2.618 12,470
1.618 12,023
1.000 11,747
0.618 11,576
HIGH 11,300
0.618 11,129
0.500 11,077
0.382 11,024
LOW 10,853
0.618 10,577
1.000 10,406
1.618 10,130
2.618 9,683
4.250 8,953
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 11,077 11,127
PP 11,034 11,067
S1 10,992 11,008

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

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