mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 11,468 11,187 -281 -2.5% 11,266
High 11,518 11,197 -321 -2.8% 11,705
Low 11,199 10,918 -281 -2.5% 11,199
Close 11,208 11,128 -80 -0.7% 11,208
Range 319 279 -40 -12.5% 506
ATR 314 312 -2 -0.5% 0
Volume 119,450 119,450 0 0.0% 579,605
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,918 11,802 11,282
R3 11,639 11,523 11,205
R2 11,360 11,360 11,179
R1 11,244 11,244 11,154 11,163
PP 11,081 11,081 11,081 11,040
S1 10,965 10,965 11,103 10,884
S2 10,802 10,802 11,077
S3 10,523 10,686 11,051
S4 10,244 10,407 10,975
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 10,918 787 7.1% 256 2.3% 27% False True 122,553
10 11,705 10,808 897 8.1% 291 2.6% 36% False False 127,773
20 11,705 10,401 1,304 11.7% 359 3.2% 56% False False 160,737
40 12,749 10,401 2,348 21.1% 306 2.7% 31% False False 157,579
60 12,749 10,401 2,348 21.1% 259 2.3% 31% False False 145,928
80 12,749 10,401 2,348 21.1% 230 2.1% 31% False False 111,268
100 12,803 10,401 2,402 21.6% 213 1.9% 30% False False 89,032
120 12,803 10,401 2,402 21.6% 195 1.8% 30% False False 74,203
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 77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,383
2.618 11,928
1.618 11,649
1.000 11,476
0.618 11,370
HIGH 11,197
0.618 11,091
0.500 11,058
0.382 11,025
LOW 10,918
0.618 10,746
1.000 10,639
1.618 10,467
2.618 10,188
4.250 9,732
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 11,105 11,312
PP 11,081 11,250
S1 11,058 11,189

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

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