mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 11,201 11,273 72 0.6% 10,750
High 11,391 11,319 -72 -0.6% 11,374
Low 11,149 10,933 -216 -1.9% 10,692
Close 11,258 10,926 -332 -2.9% 11,365
Range 242 386 144 59.5% 682
ATR 200 213 13 6.6% 0
Volume 18 30 12 66.7% 173
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,217 11,958 11,138
R3 11,831 11,572 11,032
R2 11,445 11,445 10,997
R1 11,186 11,186 10,962 11,123
PP 11,059 11,059 11,059 11,028
S1 10,800 10,800 10,891 10,737
S2 10,673 10,673 10,855
S3 10,287 10,414 10,820
S4 9,901 10,028 10,714
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 11,391 10,933 458 4.2% 230 2.1% -2% False True 44
10 11,391 10,692 699 6.4% 228 2.1% 33% False False 26
20 11,462 10,692 770 7.0% 114 1.0% 30% False False 13
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 61
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 12,960
2.618 12,330
1.618 11,944
1.000 11,705
0.618 11,558
HIGH 11,319
0.618 11,172
0.500 11,126
0.382 11,081
LOW 10,933
0.618 10,695
1.000 10,547
1.618 10,309
2.618 9,923
4.250 9,293
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 11,126 11,162
PP 11,059 11,083
S1 10,993 11,005

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

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