mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 11,024 10,803 -221 -2.0% 11,268
High 11,065 11,033 -32 -0.3% 11,508
Low 10,778 10,713 -65 -0.6% 10,778
Close 10,820 10,847 27 0.2% 10,820
Range 287 320 33 11.5% 730
ATR 341 340 -2 -0.4% 0
Volume 165,735 127,065 -38,670 -23.3% 758,411
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,824 11,656 11,023
R3 11,504 11,336 10,935
R2 11,184 11,184 10,906
R1 11,016 11,016 10,876 11,100
PP 10,864 10,864 10,864 10,907
S1 10,696 10,696 10,818 10,780
S2 10,544 10,544 10,788
S3 10,224 10,376 10,759
S4 9,904 10,056 10,671
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 10,713 795 7.3% 307 2.8% 17% False True 154,901
10 11,508 10,401 1,107 10.2% 427 3.9% 40% False False 193,702
20 12,603 10,401 2,202 20.3% 378 3.5% 20% False False 193,410
40 12,749 10,401 2,348 21.6% 273 2.5% 19% False False 153,725
60 12,749 10,401 2,348 21.6% 234 2.2% 19% False False 127,034
80 12,803 10,401 2,402 22.1% 212 2.0% 19% False False 95,309
100 12,803 10,401 2,402 22.1% 193 1.8% 19% False False 76,264
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 104
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,393
2.618 11,871
1.618 11,551
1.000 11,353
0.618 11,231
HIGH 11,033
0.618 10,911
0.500 10,873
0.382 10,835
LOW 10,713
0.618 10,515
1.000 10,393
1.618 10,195
2.618 9,875
4.250 9,353
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 10,873 11,047
PP 10,864 10,980
S1 10,856 10,914

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

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