mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 11,274 11,240 -34 -0.3% 11,376
High 11,274 11,318 44 0.4% 11,462
Low 11,274 11,163 -111 -1.0% 11,066
Close 11,274 11,154 -120 -1.1% 11,066
Range 0 155 155 396
ATR 178 176 -2 -0.9% 0
Volume 1 2 1 100.0% 5
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,677 11,570 11,239
R3 11,522 11,415 11,197
R2 11,367 11,367 11,183
R1 11,260 11,260 11,168 11,236
PP 11,212 11,212 11,212 11,200
S1 11,105 11,105 11,140 11,081
S2 11,057 11,057 11,126
S3 10,902 10,950 11,112
S4 10,747 10,795 11,069
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,386 12,122 11,284
R3 11,990 11,726 11,175
R2 11,594 11,594 11,139
R1 11,330 11,330 11,102 11,264
PP 11,198 11,198 11,198 11,165
S1 10,934 10,934 11,030 10,868
S2 10,802 10,802 10,994
S3 10,406 10,538 10,957
S4 10,010 10,142 10,848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,324 10,986 338 3.0% 31 0.3% 50% False False 1
10 11,462 10,986 476 4.3% 16 0.1% 35% False False 1
20 11,462 10,679 783 7.0% 8 0.1% 61% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 11,977
2.618 11,724
1.618 11,569
1.000 11,473
0.618 11,414
HIGH 11,318
0.618 11,259
0.500 11,241
0.382 11,222
LOW 11,163
0.618 11,067
1.000 11,008
1.618 10,912
2.618 10,757
4.250 10,504
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 11,241 11,153
PP 11,212 11,153
S1 11,183 11,152

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

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