mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 10,657 11,115 458 4.3% 12,143
High 11,121 11,182 61 0.5% 12,213
Low 10,370 10,600 230 2.2% 11,033
Close 11,122 10,650 -472 -4.2% 11,330
Range 751 582 -169 -22.5% 1,180
ATR 294 315 21 7.0% 0
Volume 343 543 200 58.3% 982
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,557 12,185 10,970
R3 11,975 11,603 10,810
R2 11,393 11,393 10,757
R1 11,021 11,021 10,703 10,916
PP 10,811 10,811 10,811 10,758
S1 10,439 10,439 10,597 10,334
S2 10,229 10,229 10,543
S3 9,647 9,857 10,490
S4 9,065 9,275 10,330
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 11,815 10,370 1,445 13.6% 585 5.5% 19% False False 308
10 12,258 10,370 1,888 17.7% 407 3.8% 15% False False 227
20 12,675 10,370 2,305 21.6% 289 2.7% 12% False False 155
40 12,675 10,370 2,305 21.6% 218 2.0% 12% False False 126
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 92
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,656
2.618 12,706
1.618 12,124
1.000 11,764
0.618 11,542
HIGH 11,182
0.618 10,960
0.500 10,891
0.382 10,822
LOW 10,600
0.618 10,240
1.000 10,018
1.618 9,658
2.618 9,076
4.250 8,127
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 10,891 10,800
PP 10,811 10,750
S1 10,730 10,700

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

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