mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 10,940 10,870 -70 -0.6% 10,690
High 11,113 11,021 -92 -0.8% 11,187
Low 10,834 10,717 -117 -1.1% 10,478
Close 11,019 10,762 -257 -2.3% 10,762
Range 279 304 25 9.0% 709
ATR 259 263 3 1.2% 0
Volume 101 64 -37 -36.6% 307
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,745 11,558 10,929
R3 11,441 11,254 10,846
R2 11,137 11,137 10,818
R1 10,950 10,950 10,790 10,892
PP 10,833 10,833 10,833 10,804
S1 10,646 10,646 10,734 10,588
S2 10,529 10,529 10,706
S3 10,225 10,342 10,679
S4 9,921 10,038 10,595
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,936 12,558 11,152
R3 12,227 11,849 10,957
R2 11,518 11,518 10,892
R1 11,140 11,140 10,827 11,329
PP 10,809 10,809 10,809 10,904
S1 10,431 10,431 10,697 10,620
S2 10,100 10,100 10,632
S3 9,391 9,722 10,567
S4 8,682 9,013 10,372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,187 10,478 709 6.6% 319 3.0% 40% False False 61
10 11,391 10,397 994 9.2% 321 3.0% 37% False False 46
20 11,391 10,397 994 9.2% 234 2.2% 37% False False 32
40 11,462 10,397 1,065 9.9% 117 1.1% 34% False False 16
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 90
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,313
2.618 11,817
1.618 11,513
1.000 11,325
0.618 11,209
HIGH 11,021
0.618 10,905
0.500 10,869
0.382 10,833
LOW 10,717
0.618 10,529
1.000 10,413
1.618 10,225
2.618 9,921
4.250 9,425
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 10,869 10,927
PP 10,833 10,872
S1 10,798 10,817

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

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