mini-sized Dow ($5) Future December 2011


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 10,846 10,983 137 1.3% 11,108
High 10,998 11,066 68 0.6% 11,400
Low 10,695 10,835 140 1.3% 10,848
Close 10,989 11,021 32 0.3% 10,949
Range 303 231 -72 -23.8% 552
ATR 296 292 -5 -1.6% 0
Volume 138,203 151,987 13,784 10.0% 156,926
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,667 11,575 11,148
R3 11,436 11,344 11,085
R2 11,205 11,205 11,063
R1 11,113 11,113 11,042 11,159
PP 10,974 10,974 10,974 10,997
S1 10,882 10,882 11,000 10,928
S2 10,743 10,743 10,979
S3 10,512 10,651 10,958
S4 10,281 10,420 10,894
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% 292 2.6% 46% False False 89,189
10 11,625 10,695 930 8.4% 263 2.4% 35% False False 45,017
20 11,625 10,651 974 8.8% 278 2.5% 38% False False 22,642
40 12,675 10,370 2,305 20.9% 302 2.7% 28% False False 11,405
60 12,675 10,370 2,305 20.9% 252 2.3% 28% False False 7,629
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 False
Bull Hook False
Stretch 56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,048
2.618 11,671
1.618 11,440
1.000 11,297
0.618 11,209
HIGH 11,066
0.618 10,978
0.500 10,951
0.382 10,923
LOW 10,835
0.618 10,692
1.000 10,604
1.618 10,461
2.618 10,230
4.250 9,853
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 10,998 11,013
PP 10,974 11,005
S1 10,951 10,998

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

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