mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 10,850 10,640 -210 -1.9% 11,211
High 10,950 10,690 -260 -2.4% 11,391
Low 10,442 10,397 -45 -0.4% 10,397
Close 10,573 10,616 43 0.4% 10,616
Range 508 293 -215 -42.3% 994
ATR 235 239 4 1.8% 0
Volume 38 32 -6 -15.8% 158
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,447 11,324 10,777
R3 11,154 11,031 10,697
R2 10,861 10,861 10,670
R1 10,738 10,738 10,643 10,653
PP 10,568 10,568 10,568 10,525
S1 10,445 10,445 10,589 10,360
S2 10,275 10,275 10,562
S3 9,982 10,152 10,536
S4 9,689 9,859 10,455
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 13,783 13,194 11,163
R3 12,789 12,200 10,889
R2 11,795 11,795 10,798
R1 11,206 11,206 10,707 11,004
PP 10,801 10,801 10,801 10,700
S1 10,212 10,212 10,525 10,010
S2 9,807 9,807 10,434
S3 8,813 9,218 10,343
S4 7,819 8,224 10,069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,391 10,397 994 9.4% 322 3.0% 22% False True 31
10 11,391 10,397 994 9.4% 260 2.4% 22% False True 33
20 11,462 10,397 1,065 10.0% 154 1.5% 21% False True 17
40 12,106 10,397 1,709 16.1% 88 0.8% 13% False True 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 64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,935
2.618 11,457
1.618 11,164
1.000 10,983
0.618 10,871
HIGH 10,690
0.618 10,578
0.500 10,544
0.382 10,509
LOW 10,397
0.618 10,216
1.000 10,104
1.618 9,923
2.618 9,630
4.250 9,152
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 10,592 10,858
PP 10,568 10,777
S1 10,544 10,697

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

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