mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 10,970 11,107 137 1.2% 10,640
High 11,199 11,126 -73 -0.7% 11,289
Low 10,890 10,800 -90 -0.8% 10,551
Close 11,099 10,841 -258 -2.3% 10,841
Range 309 326 17 5.5% 738
ATR 320 320 0 0.1% 0
Volume 155,434 145,939 -9,495 -6.1% 761,693
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,900 11,697 11,020
R3 11,574 11,371 10,931
R2 11,248 11,248 10,901
R1 11,045 11,045 10,871 10,984
PP 10,922 10,922 10,922 10,892
S1 10,719 10,719 10,811 10,658
S2 10,596 10,596 10,781
S3 10,270 10,393 10,751
S4 9,944 10,067 10,662
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,108 12,712 11,247
R3 12,370 11,974 11,044
R2 11,632 11,632 10,976
R1 11,236 11,236 10,909 11,434
PP 10,894 10,894 10,894 10,993
S1 10,498 10,498 10,773 10,696
S2 10,156 10,156 10,706
S3 9,418 9,760 10,638
S4 8,680 9,022 10,435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,289 10,551 738 6.8% 346 3.2% 39% False False 152,338
10 11,475 10,469 1,006 9.3% 342 3.2% 37% False False 158,085
20 11,475 10,469 1,006 9.3% 315 2.9% 37% False False 121,825
40 11,625 10,370 1,255 11.6% 335 3.1% 38% False False 61,072
60 12,675 10,370 2,305 21.3% 292 2.7% 20% False False 40,748
80 12,675 10,370 2,305 21.3% 248 2.3% 20% False False 30,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,512
2.618 11,980
1.618 11,654
1.000 11,452
0.618 11,328
HIGH 11,126
0.618 11,002
0.500 10,963
0.382 10,925
LOW 10,800
0.618 10,599
1.000 10,474
1.618 10,273
2.618 9,947
4.250 9,415
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 10,963 11,021
PP 10,922 10,961
S1 10,882 10,901

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

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