mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 11,004 10,940 -64 -0.6% 11,211
High 11,137 11,113 -24 -0.2% 11,391
Low 10,849 10,834 -15 -0.1% 10,397
Close 10,895 11,019 124 1.1% 10,616
Range 288 279 -9 -3.1% 994
ATR 258 259 2 0.6% 0
Volume 56 101 45 80.4% 158
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,826 11,701 11,173
R3 11,547 11,422 11,096
R2 11,268 11,268 11,070
R1 11,143 11,143 11,045 11,206
PP 10,989 10,989 10,989 11,020
S1 10,864 10,864 10,994 10,927
S2 10,710 10,710 10,968
S3 10,431 10,585 10,942
S4 10,152 10,306 10,866
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 11,187 10,397 790 7.2% 317 2.9% 79% False False 55
10 11,391 10,397 994 9.0% 305 2.8% 63% False False 51
20 11,391 10,397 994 9.0% 219 2.0% 63% False False 29
40 11,659 10,397 1,262 11.5% 110 1.0% 49% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 81
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,299
2.618 11,844
1.618 11,565
1.000 11,392
0.618 11,286
HIGH 11,113
0.618 11,007
0.500 10,974
0.382 10,941
LOW 10,834
0.618 10,662
1.000 10,555
1.618 10,383
2.618 10,104
4.250 9,648
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 11,004 11,016
PP 10,989 11,013
S1 10,974 11,011

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

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