mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 11,297 10,926 -371 -3.3% 11,187
High 11,371 11,068 -303 -2.7% 11,473
Low 10,925 10,768 -157 -1.4% 10,918
Close 11,021 11,061 40 0.4% 11,021
Range 446 300 -146 -32.7% 555
ATR 313 312 -1 -0.3% 0
Volume 64,153 43,743 -20,410 -31.8% 393,429
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,866 11,763 11,226
R3 11,566 11,463 11,144
R2 11,266 11,266 11,116
R1 11,163 11,163 11,089 11,215
PP 10,966 10,966 10,966 10,991
S1 10,863 10,863 11,034 10,915
S2 10,666 10,666 11,006
S3 10,366 10,563 10,979
S4 10,066 10,263 10,896
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 11,473 10,768 705 6.4% 304 2.7% 42% False True 87,434
10 11,705 10,768 937 8.5% 280 2.5% 31% False True 101,677
20 11,705 10,713 992 9.0% 294 2.7% 35% False False 124,046
40 12,749 10,401 2,348 21.2% 320 2.9% 28% False False 152,051
60 12,749 10,401 2,348 21.2% 269 2.4% 28% False False 141,170
80 12,749 10,401 2,348 21.2% 237 2.1% 28% False False 115,231
100 12,803 10,401 2,402 21.7% 219 2.0% 27% False False 92,205
120 12,803 10,401 2,402 21.7% 201 1.8% 27% False False 76,851
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 57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,343
2.618 11,854
1.618 11,554
1.000 11,368
0.618 11,254
HIGH 11,068
0.618 10,954
0.500 10,918
0.382 10,883
LOW 10,768
0.618 10,583
1.000 10,468
1.618 10,283
2.618 9,983
4.250 9,493
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 11,013 11,121
PP 10,966 11,101
S1 10,918 11,081

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

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