mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	10,973	11,190	217	2.0%	10,986
High	11,225	11,275	50	0.4%	11,318
Low	10,862	11,082	220	2.0%	10,829
Close	11,104	11,299	195	1.8%	10,880
Range	363	193	-170	-46.8%	489
ATR	196	196	0	-0.1%	0
Volume	34	25	-9	-26.5%	5

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,798	11,741	11,405
R3	11,605	11,548	11,352
R2	11,412	11,412	11,335
R1	11,355	11,355	11,317	11,384
PP	11,219	11,219	11,219	11,233
S1	11,162	11,162	11,281	11,191
S2	11,026	11,026	11,264
S3	10,833	10,969	11,246
S4	10,640	10,776	11,193

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	11,275	10,692	583	5.2%	234	2.1%	104%	True	False	13
10	11,324	10,692	632	5.6%	133	1.2%	96%	False	False	7
20	11,462	10,679	783	6.9%	66	0.6%	79%	False	False	4

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	False
Bull Hook	False
Stretch	37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,095
2.618	11,780
1.618	11,587
1.000	11,468
0.618	11,394
HIGH	11,275
0.618	11,201
0.500	11,179
0.382	11,156
LOW	11,082
0.618	10,963
1.000	10,889
1.618	10,770
2.618	10,577
4.250	10,262

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	11,259	11,222
PP	11,219	11,145
S1	11,179	11,069

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols