mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 11,120 10,750 -370 -3.3% 10,986
High 11,161 10,850 -311 -2.8% 11,318
Low 10,829 10,692 -137 -1.3% 10,829
Close 10,880 10,920 40 0.4% 10,880
Range 332 158 -174 -52.4% 489
ATR 187 187 0 0.0% 0
Volume 1 3 2 200.0% 5
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,295 11,265 11,007
R3 11,137 11,107 10,964
R2 10,979 10,979 10,949
R1 10,949 10,949 10,935 10,964
PP 10,821 10,821 10,821 10,828
S1 10,791 10,791 10,906 10,806
S2 10,663 10,663 10,891
S3 10,505 10,633 10,877
S4 10,347 10,475 10,833
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 10,692 626 5.7% 129 1.2% 36% False True 1
10 11,462 10,692 770 7.1% 65 0.6% 30% False True 1
20 11,462 10,679 783 7.2% 32 0.3% 31% False False 1
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 True
Bull Hook False
Stretch 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,522
2.618 11,264
1.618 11,106
1.000 11,008
0.618 10,948
HIGH 10,850
0.618 10,790
0.500 10,771
0.382 10,752
LOW 10,692
0.618 10,594
1.000 10,534
1.618 10,436
2.618 10,278
4.250 10,021
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 10,870 11,005
PP 10,821 10,977
S1 10,771 10,948

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

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