mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 11,378 11,024 -354 -3.1% 11,268
High 11,381 11,065 -316 -2.8% 11,508
Low 10,856 10,778 -78 -0.7% 10,778
Close 11,017 10,820 -197 -1.8% 10,820
Range 525 287 -238 -45.3% 730
ATR 345 341 -4 -1.2% 0
Volume 222,033 165,735 -56,298 -25.4% 758,411
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,749 11,571 10,978
R3 11,462 11,284 10,899
R2 11,175 11,175 10,873
R1 10,997 10,997 10,846 10,943
PP 10,888 10,888 10,888 10,860
S1 10,710 10,710 10,794 10,656
S2 10,601 10,601 10,768
S3 10,314 10,423 10,741
S4 10,027 10,136 10,662
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,225 12,753 11,222
R3 12,495 12,023 11,021
R2 11,765 11,765 10,954
R1 11,293 11,293 10,887 11,164
PP 11,035 11,035 11,035 10,971
S1 10,563 10,563 10,753 10,434
S2 10,305 10,305 10,686
S3 9,575 9,833 10,619
S4 8,845 9,103 10,419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,508 10,778 730 6.7% 284 2.6% 6% False True 151,682
10 11,508 10,401 1,107 10.2% 457 4.2% 38% False False 217,018
20 12,604 10,401 2,203 20.4% 371 3.4% 19% False False 191,768
40 12,749 10,401 2,348 21.7% 270 2.5% 18% False False 152,998
60 12,749 10,401 2,348 21.7% 231 2.1% 18% False False 124,921
80 12,803 10,401 2,402 22.2% 210 1.9% 17% False False 93,722
100 12,803 10,401 2,402 22.2% 191 1.8% 17% False False 74,994
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 111
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,285
2.618 11,816
1.618 11,529
1.000 11,352
0.618 11,242
HIGH 11,065
0.618 10,955
0.500 10,922
0.382 10,888
LOW 10,778
0.618 10,601
1.000 10,491
1.618 10,314
2.618 10,027
4.250 9,558
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 10,922 11,143
PP 10,888 11,035
S1 10,854 10,928

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

View Archives - Comment on this page... - Back to Index of Symbols