mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 11,000 10,650 -350 -3.2% 11,351
High 11,037 10,775 -262 -2.4% 11,475
Low 10,513 10,469 -44 -0.4% 10,469
Close 10,650 10,697 47 0.4% 10,697
Range 524 306 -218 -41.6% 1,006
ATR 311 310 0 -0.1% 0
Volume 243,854 167,285 -76,569 -31.4% 819,164
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,565 11,437 10,865
R3 11,259 11,131 10,781
R2 10,953 10,953 10,753
R1 10,825 10,825 10,725 10,889
PP 10,647 10,647 10,647 10,679
S1 10,519 10,519 10,669 10,583
S2 10,341 10,341 10,641
S3 10,035 10,213 10,613
S4 9,729 9,907 10,529
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,898 13,304 11,250
R3 12,892 12,298 10,974
R2 11,886 11,886 10,882
R1 11,292 11,292 10,789 11,086
PP 10,880 10,880 10,880 10,778
S1 10,286 10,286 10,605 10,080
S2 9,874 9,874 10,513
S3 8,868 9,280 10,420
S4 7,862 8,274 10,144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,475 10,469 1,006 9.4% 337 3.1% 23% False True 163,832
10 11,475 10,469 1,006 9.4% 308 2.9% 23% False True 151,674
20 11,625 10,469 1,156 10.8% 291 2.7% 20% False True 83,849
40 12,213 10,370 1,843 17.2% 331 3.1% 18% False False 42,049
60 12,675 10,370 2,305 21.5% 274 2.6% 14% False False 28,060
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 86
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,076
2.618 11,576
1.618 11,270
1.000 11,081
0.618 10,964
HIGH 10,775
0.618 10,658
0.500 10,622
0.382 10,586
LOW 10,469
0.618 10,280
1.000 10,163
1.618 9,974
2.618 9,668
4.250 9,169
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 10,672 10,938
PP 10,647 10,857
S1 10,622 10,777

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

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