mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 11,415 11,297 -118 -1.0% 11,187
High 11,473 11,371 -102 -0.9% 11,473
Low 11,275 10,925 -350 -3.1% 10,918
Close 11,293 11,021 -272 -2.4% 11,021
Range 198 446 248 125.3% 555
ATR 303 313 10 3.4% 0
Volume 105,923 64,153 -41,770 -39.4% 393,429
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,444 12,178 11,266
R3 11,998 11,732 11,144
R2 11,552 11,552 11,103
R1 11,286 11,286 11,062 11,196
PP 11,106 11,106 11,106 11,061
S1 10,840 10,840 10,980 10,750
S2 10,660 10,660 10,939
S3 10,214 10,394 10,898
S4 9,768 9,948 10,776
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,802 12,467 11,326
R3 12,247 11,912 11,174
R2 11,692 11,692 11,123
R1 11,357 11,357 11,072 11,247
PP 11,137 11,137 11,137 11,083
S1 10,802 10,802 10,970 10,692
S2 10,582 10,582 10,919
S3 10,027 10,247 10,869
S4 9,472 9,692 10,716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,518 10,918 600 5.4% 308 2.8% 17% False False 102,575
10 11,705 10,909 796 7.2% 290 2.6% 14% False False 112,576
20 11,705 10,713 992 9.0% 300 2.7% 31% False False 129,531
40 12,749 10,401 2,348 21.3% 316 2.9% 26% False False 154,093
60 12,749 10,401 2,348 21.3% 266 2.4% 26% False False 143,230
80 12,749 10,401 2,348 21.3% 235 2.1% 26% False False 114,687
100 12,803 10,401 2,402 21.8% 217 2.0% 26% False False 91,769
120 12,803 10,401 2,402 21.8% 199 1.8% 26% False False 76,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,267
2.618 12,539
1.618 12,093
1.000 11,817
0.618 11,647
HIGH 11,371
0.618 11,201
0.500 11,148
0.382 11,095
LOW 10,925
0.618 10,649
1.000 10,479
1.618 10,203
2.618 9,757
4.250 9,030
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 11,148 11,199
PP 11,106 11,140
S1 11,063 11,080

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

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