mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 11,268 11,131 -137 -1.2% 10,803
High 11,380 11,310 -70 -0.6% 11,380
Low 11,083 10,909 -174 -1.6% 10,713
Close 11,131 11,279 148 1.3% 11,279
Range 297 401 104 35.0% 667
ATR 335 339 5 1.4% 0
Volume 148,025 152,729 4,704 3.2% 705,744
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,369 12,225 11,500
R3 11,968 11,824 11,389
R2 11,567 11,567 11,353
R1 11,423 11,423 11,316 11,495
PP 11,166 11,166 11,166 11,202
S1 11,022 11,022 11,242 11,094
S2 10,765 10,765 11,206
S3 10,364 10,621 11,169
S4 9,963 10,220 11,059
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,125 12,869 11,646
R3 12,458 12,202 11,463
R2 11,791 11,791 11,401
R1 11,535 11,535 11,340 11,663
PP 11,124 11,124 11,124 11,188
S1 10,868 10,868 11,218 10,996
S2 10,457 10,457 11,157
S3 9,790 10,201 11,096
S4 9,123 9,534 10,912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,380 10,713 667 5.9% 334 3.0% 85% False False 141,148
10 11,508 10,713 795 7.0% 309 2.7% 71% False False 146,415
20 12,280 10,401 1,879 16.7% 408 3.6% 47% False False 196,817
40 12,749 10,401 2,348 20.8% 290 2.6% 37% False False 157,151
60 12,749 10,401 2,348 20.8% 246 2.2% 37% False False 136,653
80 12,749 10,401 2,348 20.8% 223 2.0% 37% False False 102,539
100 12,803 10,401 2,402 21.3% 204 1.8% 37% False False 82,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 77
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,014
2.618 12,360
1.618 11,959
1.000 11,711
0.618 11,558
HIGH 11,310
0.618 11,157
0.500 11,110
0.382 11,062
LOW 10,909
0.618 10,661
1.000 10,508
1.618 10,260
2.618 9,859
4.250 9,205
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 11,223 11,234
PP 11,166 11,189
S1 11,110 11,145

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

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