mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 11,266 11,512 246 2.2% 10,803
High 11,527 11,618 91 0.8% 11,380
Low 11,246 11,415 169 1.5% 10,713
Close 11,517 11,492 -25 -0.2% 11,279
Range 281 203 -78 -27.8% 667
ATR 335 326 -9 -2.8% 0
Volume 86,289 125,901 39,612 45.9% 705,744
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,117 12,008 11,604
R3 11,914 11,805 11,548
R2 11,711 11,711 11,529
R1 11,602 11,602 11,511 11,555
PP 11,508 11,508 11,508 11,485
S1 11,399 11,399 11,474 11,352
S2 11,305 11,305 11,455
S3 11,102 11,196 11,436
S4 10,899 10,993 11,380
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,125 12,869 11,646
R3 12,458 12,202 11,463
R2 11,791 11,791 11,401
R1 11,535 11,535 11,340 11,663
PP 11,124 11,124 11,124 11,188
S1 10,868 10,868 11,218 10,996
S2 10,457 10,457 11,157
S3 9,790 10,201 11,096
S4 9,123 9,534 10,912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,618 10,909 709 6.2% 299 2.6% 82% True False 129,280
10 11,618 10,713 905 7.9% 318 2.8% 86% True False 142,302
20 11,898 10,401 1,497 13.0% 400 3.5% 73% False False 191,618
40 12,749 10,401 2,348 20.4% 295 2.6% 46% False False 156,357
60 12,749 10,401 2,348 20.4% 250 2.2% 46% False False 140,179
80 12,749 10,401 2,348 20.4% 224 1.9% 46% False False 105,187
100 12,803 10,401 2,402 20.9% 207 1.8% 45% False False 84,166
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 81
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,481
2.618 12,150
1.618 11,947
1.000 11,821
0.618 11,744
HIGH 11,618
0.618 11,541
0.500 11,517
0.382 11,493
LOW 11,415
0.618 11,290
1.000 11,212
1.618 11,087
2.618 10,884
4.250 10,552
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 11,517 11,416
PP 11,508 11,340
S1 11,500 11,264

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

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