mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 11,403 11,385 -18 -0.2% 11,159
High 11,450 11,508 58 0.5% 11,321
Low 11,256 11,300 44 0.4% 10,401
Close 11,387 11,381 -6 -0.1% 11,250
Range 194 208 14 7.2% 920
ATR 341 331 -9 -2.8% 0
Volume 142,354 117,318 -25,036 -17.6% 1,411,777
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,020 11,909 11,496
R3 11,812 11,701 11,438
R2 11,604 11,604 11,419
R1 11,493 11,493 11,400 11,445
PP 11,396 11,396 11,396 11,372
S1 11,285 11,285 11,362 11,237
S2 11,188 11,188 11,343
S3 10,980 11,077 11,324
S4 10,772 10,869 11,267
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 11,508 10,579 929 8.2% 338 3.0% 86% True False 153,106
10 11,898 10,401 1,497 13.2% 480 4.2% 65% False False 232,575
20 12,749 10,401 2,348 20.6% 350 3.1% 42% False False 182,898
40 12,749 10,401 2,348 20.6% 259 2.3% 42% False False 150,397
60 12,749 10,401 2,348 20.6% 222 2.0% 42% False False 118,465
80 12,803 10,401 2,402 21.1% 203 1.8% 41% False False 88,875
100 12,803 10,401 2,402 21.1% 185 1.6% 41% False False 71,117
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 132
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,392
2.618 12,053
1.618 11,845
1.000 11,716
0.618 11,637
HIGH 11,508
0.618 11,429
0.500 11,404
0.382 11,380
LOW 11,300
0.618 11,172
1.000 11,092
1.618 10,964
2.618 10,756
4.250 10,416
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 11,404 11,379
PP 11,396 11,377
S1 11,389 11,376

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

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