mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 11,240 11,120 -120 -1.1% 10,986
High 11,318 11,161 -157 -1.4% 11,318
Low 11,163 10,829 -334 -3.0% 10,829
Close 11,154 10,880 -274 -2.5% 10,880
Range 155 332 177 114.2% 489
ATR 176 187 11 6.3% 0
Volume 2 1 -1 -50.0% 5
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,953 11,748 11,063
R3 11,621 11,416 10,971
R2 11,289 11,289 10,941
R1 11,084 11,084 10,911 11,021
PP 10,957 10,957 10,957 10,925
S1 10,752 10,752 10,850 10,689
S2 10,625 10,625 10,819
S3 10,293 10,420 10,789
S4 9,961 10,088 10,698
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,476 12,167 11,149
R3 11,987 11,678 11,015
R2 11,498 11,498 10,970
R1 11,189 11,189 10,925 11,099
PP 11,009 11,009 11,009 10,964
S1 10,700 10,700 10,835 10,610
S2 10,520 10,520 10,790
S3 10,031 10,211 10,746
S4 9,542 9,722 10,611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,318 10,829 489 4.5% 98 0.9% 10% False True 1
10 11,462 10,829 633 5.8% 49 0.4% 8% False True 1
20 11,462 10,679 783 7.2% 24 0.2% 26% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 12,572
2.618 12,030
1.618 11,698
1.000 11,493
0.618 11,366
HIGH 11,161
0.618 11,034
0.500 10,995
0.382 10,956
LOW 10,829
0.618 10,624
1.000 10,497
1.618 10,292
2.618 9,960
4.250 9,418
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 10,995 11,074
PP 10,957 11,009
S1 10,918 10,945

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

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