mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 11,816 11,376 -440 -3.7% 12,240
High 11,898 11,546 -352 -3.0% 12,280
Low 11,311 11,088 -223 -2.0% 11,088
Close 11,371 11,402 31 0.3% 11,402
Range 587 458 -129 -22.0% 1,192
ATR 225 242 17 7.4% 0
Volume 269,118 274,215 5,097 1.9% 1,060,408
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,719 12,519 11,654
R3 12,261 12,061 11,528
R2 11,803 11,803 11,486
R1 11,603 11,603 11,444 11,703
PP 11,345 11,345 11,345 11,396
S1 11,145 11,145 11,360 11,245
S2 10,887 10,887 11,318
S3 10,429 10,687 11,276
S4 9,971 10,229 11,150
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 15,166 14,476 12,058
R3 13,974 13,284 11,730
R2 12,782 12,782 11,621
R1 12,092 12,092 11,511 11,841
PP 11,590 11,590 11,590 11,465
S1 10,900 10,900 11,293 10,649
S2 10,398 10,398 11,184
S3 9,206 9,708 11,074
S4 8,014 8,516 10,747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,280 11,088 1,192 10.5% 386 3.4% 26% False True 212,081
10 12,604 11,088 1,516 13.3% 285 2.5% 21% False True 166,517
20 12,749 11,088 1,661 14.6% 231 2.0% 19% False True 142,747
40 12,749 11,088 1,661 14.6% 198 1.7% 19% False True 131,882
60 12,749 11,088 1,661 14.6% 180 1.6% 19% False True 88,775
80 12,803 11,088 1,715 15.0% 170 1.5% 18% False True 66,603
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 65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,493
2.618 12,745
1.618 12,287
1.000 12,004
0.618 11,829
HIGH 11,546
0.618 11,371
0.500 11,317
0.382 11,263
LOW 11,088
0.618 10,805
1.000 10,630
1.618 10,347
2.618 9,889
4.250 9,142
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 11,374 11,493
PP 11,345 11,463
S1 11,317 11,432

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

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