mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 11,273 10,850 -423 -3.8% 10,750
High 11,319 10,950 -369 -3.3% 11,374
Low 10,933 10,442 -491 -4.5% 10,692
Close 10,926 10,573 -353 -3.2% 11,365
Range 386 508 122 31.6% 682
ATR 213 235 21 9.9% 0
Volume 30 38 8 26.7% 173
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,179 11,884 10,853
R3 11,671 11,376 10,713
R2 11,163 11,163 10,666
R1 10,868 10,868 10,620 10,762
PP 10,655 10,655 10,655 10,602
S1 10,360 10,360 10,527 10,254
S2 10,147 10,147 10,480
S3 9,639 9,852 10,433
S4 9,131 9,344 10,294
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 10,442 949 9.0% 293 2.8% 14% False True 47
10 11,391 10,442 949 9.0% 264 2.5% 14% False True 30
20 11,462 10,442 1,020 9.6% 140 1.3% 13% False True 15
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 63
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 13,109
2.618 12,280
1.618 11,772
1.000 11,458
0.618 11,264
HIGH 10,950
0.618 10,756
0.500 10,696
0.382 10,636
LOW 10,442
0.618 10,128
1.000 9,934
1.618 9,620
2.618 9,112
4.250 8,283
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 10,696 10,917
PP 10,655 10,802
S1 10,614 10,688

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

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