mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 11,142 11,268 126 1.1% 11,268
High 11,308 11,380 72 0.6% 11,508
Low 10,998 11,083 85 0.8% 10,778
Close 11,268 11,131 -137 -1.2% 10,820
Range 310 297 -13 -4.2% 730
ATR 338 335 -3 -0.9% 0
Volume 133,456 148,025 14,569 10.9% 758,411
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,089 11,907 11,294
R3 11,792 11,610 11,213
R2 11,495 11,495 11,186
R1 11,313 11,313 11,158 11,256
PP 11,198 11,198 11,198 11,169
S1 11,016 11,016 11,104 10,959
S2 10,901 10,901 11,077
S3 10,604 10,719 11,049
S4 10,307 10,422 10,968
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 11,380 10,713 667 6.0% 311 2.8% 63% True False 143,750
10 11,508 10,713 795 7.1% 311 2.8% 53% False False 146,486
20 12,280 10,401 1,879 16.9% 397 3.6% 39% False False 196,607
40 12,749 10,401 2,348 21.1% 284 2.6% 31% False False 156,027
60 12,749 10,401 2,348 21.1% 241 2.2% 31% False False 134,112
80 12,749 10,401 2,348 21.1% 220 2.0% 31% False False 100,630
100 12,803 10,401 2,402 21.6% 201 1.8% 30% False False 80,520
Crabel Price Patterns
NR True
NR4 True
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 78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,642
2.618 12,158
1.618 11,861
1.000 11,677
0.618 11,564
HIGH 11,380
0.618 11,267
0.500 11,232
0.382 11,197
LOW 11,083
0.618 10,900
1.000 10,786
1.618 10,603
2.618 10,306
4.250 9,821
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 11,232 11,119
PP 11,198 11,106
S1 11,165 11,094

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

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