mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 10,969 11,120 151 1.4% 11,351
High 11,289 11,242 -47 -0.4% 11,475
Low 10,945 10,919 -26 -0.2% 10,469
Close 11,120 10,976 -144 -1.3% 10,697
Range 344 323 -21 -6.1% 1,006
ATR 321 321 0 0.1% 0
Volume 152,969 155,589 2,620 1.7% 819,164
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,015 11,818 11,154
R3 11,692 11,495 11,065
R2 11,369 11,369 11,035
R1 11,172 11,172 11,006 11,109
PP 11,046 11,046 11,046 11,014
S1 10,849 10,849 10,947 10,786
S2 10,723 10,723 10,917
S3 10,400 10,526 10,887
S4 10,077 10,203 10,798
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,898 13,304 11,250
R3 12,892 12,298 10,974
R2 11,886 11,886 10,882
R1 11,292 11,292 10,789 11,086
PP 10,880 10,880 10,880 10,778
S1 10,286 10,286 10,605 10,080
S2 9,874 9,874 10,513
S3 8,868 9,280 10,420
S4 7,862 8,274 10,144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,289 10,469 820 7.5% 385 3.5% 62% False False 174,291
10 11,475 10,469 1,006 9.2% 320 2.9% 50% False False 152,414
20 11,625 10,469 1,156 10.5% 306 2.8% 44% False False 106,816
40 11,815 10,370 1,445 13.2% 338 3.1% 42% False False 53,547
60 12,675 10,370 2,305 21.0% 285 2.6% 26% False False 35,726
80 12,675 10,370 2,305 21.0% 242 2.2% 26% False False 26,816
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,615
2.618 12,088
1.618 11,765
1.000 11,565
0.618 11,442
HIGH 11,242
0.618 11,119
0.500 11,081
0.382 11,043
LOW 10,919
0.618 10,720
1.000 10,596
1.618 10,397
2.618 10,074
4.250 9,546
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 11,081 10,957
PP 11,046 10,939
S1 11,011 10,920

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

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