mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 11,080 11,163 83 0.7% 11,232
High 11,232 11,303 71 0.6% 11,424
Low 10,960 11,031 71 0.6% 10,720
Close 11,196 11,059 -137 -1.2% 10,748
Range 272 272 0 0.0% 704
ATR 316 313 -3 -1.0% 0
Volume 312 236 -76 -24.4% 800
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,947 11,775 11,209
R3 11,675 11,503 11,134
R2 11,403 11,403 11,109
R1 11,231 11,231 11,084 11,181
PP 11,131 11,131 11,131 11,106
S1 10,959 10,959 11,034 10,909
S2 10,859 10,859 11,009
S3 10,587 10,687 10,984
S4 10,315 10,415 10,910
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,076 12,616 11,135
R3 12,372 11,912 10,942
R2 11,668 11,668 10,877
R1 11,208 11,208 10,813 11,086
PP 10,964 10,964 10,964 10,903
S1 10,504 10,504 10,684 10,382
S2 10,260 10,260 10,619
S3 9,556 9,800 10,555
S4 8,852 9,096 10,361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,303 10,651 652 5.9% 291 2.6% 63% True False 405
10 11,424 10,651 773 7.0% 284 2.6% 53% False False 270
20 12,213 10,370 1,843 16.7% 370 3.3% 37% False False 249
40 12,675 10,370 2,305 20.8% 265 2.4% 30% False False 165
Crabel Price Patterns
NR False
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 59
Fibonacci Retracements and Extensions
4.250 12,459
2.618 12,015
1.618 11,743
1.000 11,575
0.618 11,471
HIGH 11,303
0.618 11,199
0.500 11,167
0.382 11,135
LOW 11,031
0.618 10,863
1.000 10,759
1.618 10,591
2.618 10,319
4.250 9,875
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 11,167 11,046
PP 11,131 11,033
S1 11,095 11,021

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

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