mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 11,126 11,415 289 2.6% 11,266
High 11,419 11,473 54 0.5% 11,705
Low 11,122 11,275 153 1.4% 11,199
Close 11,415 11,293 -122 -1.1% 11,208
Range 297 198 -99 -33.3% 506
ATR 311 303 -8 -2.6% 0
Volume 103,903 105,923 2,020 1.9% 579,605
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,941 11,815 11,402
R3 11,743 11,617 11,348
R2 11,545 11,545 11,329
R1 11,419 11,419 11,311 11,383
PP 11,347 11,347 11,347 11,329
S1 11,221 11,221 11,275 11,185
S2 11,149 11,149 11,257
S3 10,951 11,023 11,239
S4 10,753 10,825 11,184
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 7.0% 268 2.4% 48% False False 112,682
10 11,705 10,909 796 7.0% 275 2.4% 48% False False 120,963
20 11,705 10,579 1,126 10.0% 311 2.8% 63% False False 138,396
40 12,749 10,401 2,348 20.8% 309 2.7% 38% False False 156,106
60 12,749 10,401 2,348 20.8% 262 2.3% 38% False False 145,299
80 12,749 10,401 2,348 20.8% 232 2.1% 38% False False 113,889
100 12,803 10,401 2,402 21.3% 215 1.9% 37% False False 91,129
120 12,803 10,401 2,402 21.3% 197 1.7% 37% False False 75,952
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 65
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 12,315
2.618 11,991
1.618 11,793
1.000 11,671
0.618 11,595
HIGH 11,473
0.618 11,397
0.500 11,374
0.382 11,351
LOW 11,275
0.618 11,153
1.000 11,077
1.618 10,955
2.618 10,757
4.250 10,434
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 11,374 11,261
PP 11,347 11,228
S1 11,320 11,196

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

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