mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 10,640 10,690 50 0.5% 11,211
High 10,690 10,879 189 1.8% 11,391
Low 10,397 10,478 81 0.8% 10,397
Close 10,616 10,891 275 2.6% 10,616
Range 293 401 108 36.9% 994
ATR 239 250 12 4.9% 0
Volume 32 55 23 71.9% 158
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,952 11,823 11,112
R3 11,551 11,422 11,001
R2 11,150 11,150 10,965
R1 11,021 11,021 10,928 11,086
PP 10,749 10,749 10,749 10,782
S1 10,620 10,620 10,854 10,685
S2 10,348 10,348 10,818
S3 9,947 10,219 10,781
S4 9,546 9,818 10,671
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 9.1% 366 3.4% 50% False False 34
10 11,391 10,397 994 9.1% 284 2.6% 50% False False 38
20 11,462 10,397 1,065 9.8% 174 1.6% 46% False False 19
40 12,106 10,397 1,709 15.7% 97 0.9% 29% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,583
2.618 11,929
1.618 11,528
1.000 11,280
0.618 11,127
HIGH 10,879
0.618 10,726
0.500 10,679
0.382 10,631
LOW 10,478
0.618 10,230
1.000 10,077
1.618 9,829
2.618 9,428
4.250 8,774
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 10,820 10,819
PP 10,749 10,746
S1 10,679 10,674

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

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