mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	11,776	11,280	-496	-4.2%	12,143
High	11,815	11,467	-348	-2.9%	12,213
Low	11,243	11,033	-210	-1.9%	11,033
Close	11,302	11,330	28	0.2%	11,330
Range	572	434	-138	-24.1%	1,180
ATR	211	227	16	7.6%	0
Volume	189	234	45	23.8%	982

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,579	12,388	11,569
R3	12,145	11,954	11,449
R2	11,711	11,711	11,410
R1	11,520	11,520	11,370	11,616
PP	11,277	11,277	11,277	11,324
S1	11,086	11,086	11,290	11,182
S2	10,843	10,843	11,251
S3	10,409	10,652	11,211
S4	9,975	10,218	11,091

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	15,065	14,378	11,979
R3	13,885	13,198	11,655
R2	12,705	12,705	11,546
R1	12,018	12,018	11,438	11,772
PP	11,525	11,525	11,525	11,402
S1	10,838	10,838	11,222	10,592
S2	10,345	10,345	11,114
S3	9,165	9,658	11,006
S4	7,985	8,478	10,681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,213	11,033	1,180	10.4%	367	3.2%	25%	False	True	196
10	12,531	11,033	1,498	13.2%	271	2.4%	20%	False	True	143
20	12,675	11,033	1,642	14.5%	218	1.9%	18%	False	True	110
40	12,675	11,033	1,642	14.5%	170	1.5%	18%	False	True	99

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	56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,312
2.618	12,603
1.618	12,169
1.000	11,901
0.618	11,735
HIGH	11,467
0.618	11,301
0.500	11,250
0.382	11,199
LOW	11,033
0.618	10,765
1.000	10,599
1.618	10,331
2.618	9,897
4.250	9,189

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	11,303	11,424
PP	11,277	11,393
S1	11,250	11,361

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols