mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 11,120 10,970 -150 -1.3% 11,351
High 11,242 11,199 -43 -0.4% 11,475
Low 10,919 10,890 -29 -0.3% 10,469
Close 10,976 11,099 123 1.1% 10,697
Range 323 309 -14 -4.3% 1,006
ATR 321 320 -1 -0.3% 0
Volume 155,589 155,434 -155 -0.1% 819,164
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,990 11,853 11,269
R3 11,681 11,544 11,184
R2 11,372 11,372 11,156
R1 11,235 11,235 11,127 11,304
PP 11,063 11,063 11,063 11,097
S1 10,926 10,926 11,071 10,995
S2 10,754 10,754 11,042
S3 10,445 10,617 11,014
S4 10,136 10,308 10,929
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 11,289 10,469 820 7.4% 342 3.1% 77% False False 156,607
10 11,475 10,469 1,006 9.1% 325 2.9% 63% False False 155,081
20 11,625 10,469 1,156 10.4% 311 2.8% 54% False False 114,561
40 11,815 10,370 1,445 13.0% 341 3.1% 50% False False 57,428
60 12,675 10,370 2,305 20.8% 289 2.6% 32% False False 38,316
80 12,675 10,370 2,305 20.8% 244 2.2% 32% False False 28,759
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 73
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,512
2.618 12,008
1.618 11,699
1.000 11,508
0.618 11,390
HIGH 11,199
0.618 11,081
0.500 11,045
0.382 11,008
LOW 10,890
0.618 10,699
1.000 10,581
1.618 10,390
2.618 10,081
4.250 9,577
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 11,081 11,096
PP 11,063 11,093
S1 11,045 11,090

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

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