mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 11,194 10,724 -470 -4.2% 12,240
High 11,263 11,243 -20 -0.2% 12,280
Low 10,646 10,579 -67 -0.6% 11,088
Close 10,725 11,084 359 3.3% 11,402
Range 617 664 47 7.6% 1,192
ATR 336 359 23 7.0% 0
Volume 317,148 241,447 -75,701 -23.9% 1,060,408
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,961 12,686 11,449
R3 12,297 12,022 11,267
R2 11,633 11,633 11,206
R1 11,358 11,358 11,145 11,496
PP 10,969 10,969 10,969 11,037
S1 10,694 10,694 11,023 10,832
S2 10,305 10,305 10,962
S3 9,641 10,030 10,902
S4 8,977 9,366 10,719
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 11,546 10,401 1,145 10.3% 638 5.8% 60% False False 306,510
10 12,280 10,401 1,879 17.0% 484 4.4% 36% False False 246,728
20 12,749 10,401 2,348 21.2% 331 3.0% 29% False False 178,655
40 12,749 10,401 2,348 21.2% 249 2.2% 29% False False 150,080
60 12,749 10,401 2,348 21.2% 213 1.9% 29% False False 109,740
80 12,803 10,401 2,402 21.7% 196 1.8% 28% False False 82,329
100 12,803 10,401 2,402 21.7% 179 1.6% 28% False False 65,878
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 115
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,065
2.618 12,981
1.618 12,317
1.000 11,907
0.618 11,653
HIGH 11,243
0.618 10,989
0.500 10,911
0.382 10,833
LOW 10,579
0.618 10,169
1.000 9,915
1.618 9,505
2.618 8,841
4.250 7,757
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 11,026 11,000
PP 10,969 10,916
S1 10,911 10,832

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

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