mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 10,724 11,082 358 3.3% 11,159
High 11,243 11,309 66 0.6% 11,321
Low 10,579 10,892 313 3.0% 10,401
Close 11,084 11,250 166 1.5% 11,250
Range 664 417 -247 -37.2% 920
ATR 359 363 4 1.1% 0
Volume 241,447 153,442 -88,005 -36.4% 1,411,777
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,401 12,243 11,479
R3 11,984 11,826 11,365
R2 11,567 11,567 11,327
R1 11,409 11,409 11,288 11,488
PP 11,150 11,150 11,150 11,190
S1 10,992 10,992 11,212 11,071
S2 10,733 10,733 11,174
S3 10,316 10,575 11,135
S4 9,899 10,158 11,021
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,751 13,420 11,756
R3 12,831 12,500 11,503
R2 11,911 11,911 11,419
R1 11,580 11,580 11,334 11,746
PP 10,991 10,991 10,991 11,073
S1 10,660 10,660 11,166 10,826
S2 10,071 10,071 11,081
S3 9,151 9,740 10,997
S4 8,231 8,820 10,744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,321 10,401 920 8.2% 630 5.6% 92% False False 282,355
10 12,280 10,401 1,879 16.7% 508 4.5% 45% False False 247,218
20 12,749 10,401 2,348 20.9% 345 3.1% 36% False False 180,056
40 12,749 10,401 2,348 20.9% 256 2.3% 36% False False 149,732
60 12,749 10,401 2,348 20.9% 218 1.9% 36% False False 112,293
80 12,803 10,401 2,402 21.4% 200 1.8% 35% False False 84,245
100 12,803 10,401 2,402 21.4% 182 1.6% 35% False False 67,412
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 133
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,081
2.618 12,401
1.618 11,984
1.000 11,726
0.618 11,567
HIGH 11,309
0.618 11,150
0.500 11,101
0.382 11,051
LOW 10,892
0.618 10,634
1.000 10,475
1.618 10,217
2.618 9,800
4.250 9,120
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 11,200 11,148
PP 11,150 11,046
S1 11,101 10,944

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

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