mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	11,190	11,313	123	1.1%	10,750
High	11,275	11,374	99	0.9%	11,374
Low	11,082	11,227	145	1.3%	10,692
Close	11,299	11,365	66	0.6%	11,365
Range	193	147	-46	-23.8%	682
ATR	196	192	-3	-1.8%	0
Volume	25	109	84	336.0%	173

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,763	11,711	11,446
R3	11,616	11,564	11,406
R2	11,469	11,469	11,392
R1	11,417	11,417	11,379	11,443
PP	11,322	11,322	11,322	11,335
S1	11,270	11,270	11,352	11,296
S2	11,175	11,175	11,338
S3	11,028	11,123	11,325
S4	10,881	10,976	11,284

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,190	12,959	11,740
R3	12,508	12,277	11,553
R2	11,826	11,826	11,490
R1	11,595	11,595	11,428	11,711
PP	11,144	11,144	11,144	11,201
S1	10,913	10,913	11,303	11,029
S2	10,462	10,462	11,240
S3	9,780	10,231	11,178
S4	9,098	9,549	10,990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,374	10,692	682	6.0%	197	1.7%	99%	True	False	34
10	11,374	10,692	682	6.0%	147	1.3%	99%	True	False	17
20	11,462	10,679	783	6.9%	74	0.6%	88%	False	False	9

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	43
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,999
2.618	11,759
1.618	11,612
1.000	11,521
0.618	11,465
HIGH	11,374
0.618	11,318
0.500	11,301
0.382	11,283
LOW	11,227
0.618	11,136
1.000	11,080
1.618	10,989
2.618	10,842
4.250	10,602

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	11,344	11,283
PP	11,322	11,200
S1	11,301	11,118

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