mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 11,376 11,159 -217 -1.9% 12,240
High 11,546 11,321 -225 -1.9% 12,280
Low 11,088 10,705 -383 -3.5% 11,088
Close 11,402 10,726 -676 -5.9% 11,402
Range 458 616 158 34.5% 1,192
ATR 242 274 33 13.4% 0
Volume 274,215 360,230 86,015 31.4% 1,060,408
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,765 12,362 11,065
R3 12,149 11,746 10,896
R2 11,533 11,533 10,839
R1 11,130 11,130 10,783 11,024
PP 10,917 10,917 10,917 10,864
S1 10,514 10,514 10,670 10,408
S2 10,301 10,301 10,613
S3 9,685 9,898 10,557
S4 9,069 9,282 10,387
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 12,090 10,705 1,385 12.9% 441 4.1% 2% False True 252,266
10 12,603 10,705 1,898 17.7% 329 3.1% 1% False True 193,117
20 12,749 10,705 2,044 19.1% 253 2.4% 1% False True 154,420
40 12,749 10,705 2,044 19.1% 208 1.9% 1% False True 138,523
60 12,749 10,705 2,044 19.1% 187 1.7% 1% False True 94,778
80 12,803 10,705 2,098 19.6% 176 1.6% 1% False True 71,105
100 12,803 10,705 2,098 19.6% 163 1.5% 1% False True 56,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 74
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 13,939
2.618 12,934
1.618 12,318
1.000 11,937
0.618 11,702
HIGH 11,321
0.618 11,086
0.500 11,013
0.382 10,940
LOW 10,705
0.618 10,324
1.000 10,089
1.618 9,708
2.618 9,092
4.250 8,087
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 11,013 11,302
PP 10,917 11,110
S1 10,822 10,918

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

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