mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 11,190 11,313 123 1.1% 10,750
High 11,275 11,374 99 0.9% 11,374
Low 11,082 11,227 145 1.3% 10,692
Close 11,299 11,365 66 0.6% 11,365
Range 193 147 -46 -23.8% 682
ATR 196 192 -3 -1.8% 0
Volume 25 109 84 336.0% 173
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,763 11,711 11,446
R3 11,616 11,564 11,406
R2 11,469 11,469 11,392
R1 11,417 11,417 11,379 11,443
PP 11,322 11,322 11,322 11,335
S1 11,270 11,270 11,352 11,296
S2 11,175 11,175 11,338
S3 11,028 11,123 11,325
S4 10,881 10,976 11,284
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,190 12,959 11,740
R3 12,508 12,277 11,553
R2 11,826 11,826 11,490
R1 11,595 11,595 11,428 11,711
PP 11,144 11,144 11,144 11,201
S1 10,913 10,913 11,303 11,029
S2 10,462 10,462 11,240
S3 9,780 10,231 11,178
S4 9,098 9,549 10,990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,374 10,692 682 6.0% 197 1.7% 99% True False 34
10 11,374 10,692 682 6.0% 147 1.3% 99% True False 17
20 11,462 10,679 783 6.9% 74 0.6% 88% False False 9
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 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,999
2.618 11,759
1.618 11,612
1.000 11,521
0.618 11,465
HIGH 11,374
0.618 11,318
0.500 11,301
0.382 11,283
LOW 11,227
0.618 11,136
1.000 11,080
1.618 10,989
2.618 10,842
4.250 10,602
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 11,344 11,283
PP 11,322 11,200
S1 11,301 11,118

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

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