mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 11,313 11,211 -102 -0.9% 10,750
High 11,374 11,286 -88 -0.8% 11,374
Low 11,227 11,104 -123 -1.1% 10,692
Close 11,365 11,242 -123 -1.1% 11,365
Range 147 182 35 23.8% 682
ATR 192 197 5 2.6% 0
Volume 109 40 -69 -63.3% 173
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,757 11,681 11,342
R3 11,575 11,499 11,292
R2 11,393 11,393 11,275
R1 11,317 11,317 11,259 11,355
PP 11,211 11,211 11,211 11,230
S1 11,135 11,135 11,225 11,173
S2 11,029 11,029 11,209
S3 10,847 10,953 11,192
S4 10,665 10,771 11,142
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 10,862 512 4.6% 202 1.8% 74% False False 42
10 11,374 10,692 682 6.1% 166 1.5% 81% False False 21
20 11,462 10,692 770 6.8% 83 0.7% 71% False False 11
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,060
2.618 11,763
1.618 11,581
1.000 11,468
0.618 11,399
HIGH 11,286
0.618 11,217
0.500 11,195
0.382 11,174
LOW 11,104
0.618 10,992
1.000 10,922
1.618 10,810
2.618 10,628
4.250 10,331
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 11,226 11,237
PP 11,211 11,233
S1 11,195 11,228

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

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