mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 11,611 11,468 -143 -1.2% 11,266
High 11,705 11,518 -187 -1.6% 11,705
Low 11,460 11,199 -261 -2.3% 11,199
Close 11,465 11,208 -257 -2.2% 11,208
Range 245 319 74 30.2% 506
ATR 314 314 0 0.1% 0
Volume 114,686 119,450 4,764 4.2% 579,605
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,265 12,056 11,384
R3 11,946 11,737 11,296
R2 11,627 11,627 11,267
R1 11,418 11,418 11,237 11,363
PP 11,308 11,308 11,308 11,281
S1 11,099 11,099 11,179 11,044
S2 10,989 10,989 11,150
S3 10,670 10,780 11,120
S4 10,351 10,461 11,033
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,889 12,554 11,486
R3 12,383 12,048 11,347
R2 11,877 11,877 11,301
R1 11,542 11,542 11,255 11,457
PP 11,371 11,371 11,371 11,328
S1 11,036 11,036 11,162 10,951
S2 10,865 10,865 11,115
S3 10,359 10,530 11,069
S4 9,853 10,024 10,930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,705 11,199 506 4.5% 256 2.3% 2% False True 115,921
10 11,705 10,713 992 8.9% 295 2.6% 50% False False 128,534
20 11,705 10,401 1,304 11.6% 376 3.4% 62% False False 172,776
40 12,749 10,401 2,348 20.9% 304 2.7% 34% False False 157,762
60 12,749 10,401 2,348 20.9% 257 2.3% 34% False False 145,513
80 12,749 10,401 2,348 20.9% 229 2.0% 34% False False 109,776
100 12,803 10,401 2,402 21.4% 211 1.9% 34% False False 87,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,874
2.618 12,353
1.618 12,034
1.000 11,837
0.618 11,715
HIGH 11,518
0.618 11,396
0.500 11,359
0.382 11,321
LOW 11,199
0.618 11,002
1.000 10,880
1.618 10,683
2.618 10,364
4.250 9,843
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 11,359 11,452
PP 11,308 11,371
S1 11,258 11,289

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

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