mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 10,690 10,863 173 1.6% 11,211
High 10,879 11,187 308 2.8% 11,391
Low 10,478 10,863 385 3.7% 10,397
Close 10,891 11,039 148 1.4% 10,616
Range 401 324 -77 -19.2% 994
ATR 250 256 5 2.1% 0
Volume 55 31 -24 -43.6% 158
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,002 11,844 11,217
R3 11,678 11,520 11,128
R2 11,354 11,354 11,099
R1 11,196 11,196 11,069 11,275
PP 11,030 11,030 11,030 11,069
S1 10,872 10,872 11,009 10,951
S2 10,706 10,706 10,980
S3 10,382 10,548 10,950
S4 10,058 10,224 10,861
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 11,319 10,397 922 8.4% 383 3.5% 70% False False 37
10 11,391 10,397 994 9.0% 304 2.8% 65% False False 41
20 11,462 10,397 1,065 9.6% 191 1.7% 60% False False 21
40 11,757 10,397 1,360 12.3% 100 0.9% 47% False False 11
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 77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,564
2.618 12,035
1.618 11,711
1.000 11,511
0.618 11,387
HIGH 11,187
0.618 11,063
0.500 11,025
0.382 10,987
LOW 10,863
0.618 10,663
1.000 10,539
1.618 10,339
2.618 10,015
4.250 9,486
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 11,034 10,957
PP 11,030 10,874
S1 11,025 10,792

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

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