mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 10,983 11,028 45 0.4% 11,108
High 11,066 11,314 248 2.2% 11,400
Low 10,835 10,868 33 0.3% 10,848
Close 11,021 11,174 153 1.4% 10,949
Range 231 446 215 93.1% 552
ATR 292 303 11 3.8% 0
Volume 151,987 162,733 10,746 7.1% 156,926
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,457 12,261 11,419
R3 12,011 11,815 11,297
R2 11,565 11,565 11,256
R1 11,369 11,369 11,215 11,467
PP 11,119 11,119 11,119 11,168
S1 10,923 10,923 11,133 11,021
S2 10,673 10,673 11,092
S3 10,227 10,477 11,051
S4 9,781 10,031 10,929
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,722 12,387 11,253
R3 12,170 11,835 11,101
R2 11,618 11,618 11,050
R1 11,283 11,283 11,000 11,175
PP 11,066 11,066 11,066 11,011
S1 10,731 10,731 10,899 10,623
S2 10,514 10,514 10,848
S3 9,962 10,179 10,797
S4 9,410 9,627 10,646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,400 10,695 705 6.3% 325 2.9% 68% False False 121,389
10 11,625 10,695 930 8.3% 292 2.6% 52% False False 61,219
20 11,625 10,651 974 8.7% 293 2.6% 54% False False 30,772
40 12,675 10,370 2,305 20.6% 308 2.8% 35% False False 15,472
60 12,675 10,370 2,305 20.6% 256 2.3% 35% False False 10,339
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 65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,210
2.618 12,482
1.618 12,036
1.000 11,760
0.618 11,590
HIGH 11,314
0.618 11,144
0.500 11,091
0.382 11,038
LOW 10,868
0.618 10,592
1.000 10,422
1.618 10,146
2.618 9,700
4.250 8,973
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 11,146 11,118
PP 11,119 11,061
S1 11,091 11,005

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

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