mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	10,750	10,989	239	2.2%	10,986
High	10,850	10,989	139	1.3%	11,318
Low	10,692	10,864	172	1.6%	10,829
Close	10,920	10,952	32	0.3%	10,880
Range	158	125	-33	-20.9%	489
ATR	187	183	-4	-2.4%	0
Volume	3	2	-1	-33.3%	5

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,310	11,256	11,021
R3	11,185	11,131	10,987
R2	11,060	11,060	10,975
R1	11,006	11,006	10,964	10,971
PP	10,935	10,935	10,935	10,917
S1	10,881	10,881	10,941	10,846
S2	10,810	10,810	10,929
S3	10,685	10,756	10,918
S4	10,560	10,631	10,883

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,476	12,167	11,149
R3	11,987	11,678	11,015
R2	11,498	11,498	10,970
R1	11,189	11,189	10,925	11,099
PP	11,009	11,009	11,009	10,964
S1	10,700	10,700	10,835	10,610
S2	10,520	10,520	10,790
S3	10,031	10,211	10,746
S4	9,542	9,722	10,611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,318	10,692	626	5.7%	154	1.4%	42%	False	False	1
10	11,462	10,692	770	7.0%	77	0.7%	34%	False	False	1
20	11,462	10,679	783	7.1%	39	0.4%	35%	False	False	1

Crabel Price Patterns
NR	True
NR4	True
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	18
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,520
2.618	11,316
1.618	11,191
1.000	11,114
0.618	11,066
HIGH	10,989
0.618	10,941
0.500	10,927
0.382	10,912
LOW	10,864
0.618	10,787
1.000	10,739
1.618	10,662
2.618	10,537
4.250	10,333

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	10,944	10,944
PP	10,935	10,935
S1	10,927	10,927

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols