mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 11,211 11,201 -10 -0.1% 10,750
High 11,286 11,391 105 0.9% 11,374
Low 11,104 11,149 45 0.4% 10,692
Close 11,242 11,258 16 0.1% 11,365
Range 182 242 60 33.0% 682
ATR 197 200 3 1.6% 0
Volume 40 18 -22 -55.0% 173
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,992 11,867 11,391
R3 11,750 11,625 11,325
R2 11,508 11,508 11,302
R1 11,383 11,383 11,280 11,446
PP 11,266 11,266 11,266 11,297
S1 11,141 11,141 11,236 11,204
S2 11,024 11,024 11,214
S3 10,782 10,899 11,192
S4 10,540 10,657 11,125
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 11,391 10,862 529 4.7% 226 2.0% 75% True False 45
10 11,391 10,692 699 6.2% 190 1.7% 81% True False 23
20 11,462 10,692 770 6.8% 95 0.8% 74% False False 12
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 56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,420
2.618 12,025
1.618 11,783
1.000 11,633
0.618 11,541
HIGH 11,391
0.618 11,299
0.500 11,270
0.382 11,242
LOW 11,149
0.618 11,000
1.000 10,907
1.618 10,758
2.618 10,516
4.250 10,121
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 11,270 11,255
PP 11,266 11,251
S1 11,262 11,248

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

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