mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 10,989 10,973 -16 -0.1% 10,986
High 10,989 11,225 236 2.1% 11,318
Low 10,864 10,862 -2 0.0% 10,829
Close 10,952 11,104 152 1.4% 10,880
Range 125 363 238 190.4% 489
ATR 183 196 13 7.0% 0
Volume 2 34 32 1,600.0% 5
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,153 11,991 11,304
R3 11,790 11,628 11,204
R2 11,427 11,427 11,171
R1 11,265 11,265 11,137 11,346
PP 11,064 11,064 11,064 11,104
S1 10,902 10,902 11,071 10,983
S2 10,701 10,701 11,038
S3 10,338 10,539 11,004
S4 9,975 10,176 10,904
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 5.6% 227 2.0% 66% False False 8
10 11,462 10,692 770 6.9% 113 1.0% 54% False False 4
20 11,462 10,679 783 7.1% 57 0.5% 54% False False 2
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 29
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 12,768
2.618 12,175
1.618 11,812
1.000 11,588
0.618 11,449
HIGH 11,225
0.618 11,086
0.500 11,044
0.382 11,001
LOW 10,862
0.618 10,638
1.000 10,499
1.618 10,275
2.618 9,912
4.250 9,319
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 11,084 11,056
PP 11,064 11,007
S1 11,044 10,959

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

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