mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 11,159 10,745 -414 -3.7% 12,240
High 11,321 11,234 -87 -0.8% 12,280
Low 10,705 10,401 -304 -2.8% 11,088
Close 10,726 11,194 468 4.4% 11,402
Range 616 833 217 35.2% 1,192
ATR 274 314 40 14.5% 0
Volume 360,230 339,510 -20,720 -5.8% 1,060,408
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,442 13,151 11,652
R3 12,609 12,318 11,423
R2 11,776 11,776 11,347
R1 11,485 11,485 11,270 11,631
PP 10,943 10,943 10,943 11,016
S1 10,652 10,652 11,118 10,798
S2 10,110 10,110 11,041
S3 9,277 9,819 10,965
S4 8,444 8,986 10,736
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 15,166 14,476 12,058
R3 13,974 13,284 11,730
R2 12,782 12,782 11,621
R1 12,092 12,092 11,511 11,841
PP 11,590 11,590 11,590 11,465
S1 10,900 10,900 11,293 10,649
S2 10,398 10,398 11,184
S3 9,206 9,708 11,074
S4 8,014 8,516 10,747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,898 10,401 1,497 13.4% 546 4.9% 53% False True 288,795
10 12,458 10,401 2,057 18.4% 395 3.5% 39% False True 216,364
20 12,749 10,401 2,348 21.0% 285 2.5% 34% False True 163,971
40 12,749 10,401 2,348 21.0% 227 2.0% 34% False True 144,003
60 12,749 10,401 2,348 21.0% 197 1.8% 34% False True 100,435
80 12,803 10,401 2,402 21.5% 185 1.7% 33% False True 75,349
100 12,803 10,401 2,402 21.5% 169 1.5% 33% False True 60,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 103
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 14,774
2.618 13,415
1.618 12,582
1.000 12,067
0.618 11,749
HIGH 11,234
0.618 10,916
0.500 10,818
0.382 10,719
LOW 10,401
0.618 9,886
1.000 9,568
1.618 9,053
2.618 8,220
4.250 6,861
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 11,069 11,121
PP 10,943 11,047
S1 10,818 10,974

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

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