mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 11,187 11,126 -61 -0.5% 11,266
High 11,197 11,419 222 2.0% 11,705
Low 10,918 11,122 204 1.9% 11,199
Close 11,128 11,415 287 2.6% 11,208
Range 279 297 18 6.5% 506
ATR 312 311 -1 -0.4% 0
Volume 119,450 103,903 -15,547 -13.0% 579,605
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,210 12,109 11,578
R3 11,913 11,812 11,497
R2 11,616 11,616 11,470
R1 11,515 11,515 11,442 11,566
PP 11,319 11,319 11,319 11,344
S1 11,218 11,218 11,388 11,269
S2 11,022 11,022 11,361
S3 10,725 10,921 11,333
S4 10,428 10,624 11,252
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 6.9% 274 2.4% 63% False False 118,153
10 11,705 10,909 796 7.0% 286 2.5% 64% False False 123,716
20 11,705 10,579 1,126 9.9% 332 2.9% 74% False False 148,957
40 12,749 10,401 2,348 20.6% 309 2.7% 43% False False 156,464
60 12,749 10,401 2,348 20.6% 262 2.3% 43% False False 145,654
80 12,749 10,401 2,348 20.6% 231 2.0% 43% False False 112,566
100 12,803 10,401 2,402 21.0% 215 1.9% 42% False False 90,070
120 12,803 10,401 2,402 21.0% 196 1.7% 42% False False 75,069
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 73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,681
2.618 12,197
1.618 11,900
1.000 11,716
0.618 11,603
HIGH 11,419
0.618 11,306
0.500 11,271
0.382 11,236
LOW 11,122
0.618 10,939
1.000 10,825
1.618 10,642
2.618 10,345
4.250 9,860
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 11,367 11,349
PP 11,319 11,284
S1 11,271 11,218

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

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