mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 11,228 10,846 -382 -3.4% 11,108
High 11,300 10,998 -302 -2.7% 11,400
Low 10,853 10,695 -158 -1.5% 10,848
Close 10,949 10,989 40 0.4% 10,949
Range 447 303 -144 -32.2% 552
ATR 296 296 1 0.2% 0
Volume 117,884 138,203 20,319 17.2% 156,926
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,803 11,699 11,156
R3 11,500 11,396 11,072
R2 11,197 11,197 11,045
R1 11,093 11,093 11,017 11,145
PP 10,894 10,894 10,894 10,920
S1 10,790 10,790 10,961 10,842
S2 10,591 10,591 10,934
S3 10,288 10,487 10,906
S4 9,985 10,184 10,822
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 6.4% 301 2.7% 42% False True 59,025
10 11,625 10,695 930 8.5% 266 2.4% 32% False True 29,834
20 11,625 10,651 974 8.9% 275 2.5% 35% False False 15,048
40 12,675 10,370 2,305 21.0% 300 2.7% 27% False False 7,607
60 12,675 10,370 2,305 21.0% 250 2.3% 27% False False 5,096
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,286
2.618 11,791
1.618 11,488
1.000 11,301
0.618 11,185
HIGH 10,998
0.618 10,882
0.500 10,847
0.382 10,811
LOW 10,695
0.618 10,508
1.000 10,392
1.618 10,205
2.618 9,902
4.250 9,407
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 10,942 11,048
PP 10,894 11,028
S1 10,847 11,009

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

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