mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	11,268	11,403	135	1.2%	11,159
High	11,447	11,450	3	0.0%	11,321
Low	11,243	11,256	13	0.1%	10,401
Close	11,403	11,387	-16	-0.1%	11,250
Range	204	194	-10	-4.9%	920
ATR	352	341	-11	-3.2%	0
Volume	110,971	142,354	31,383	28.3%	1,411,777

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,946	11,861	11,494
R3	11,752	11,667	11,440
R2	11,558	11,558	11,423
R1	11,473	11,473	11,405	11,419
PP	11,364	11,364	11,364	11,337
S1	11,279	11,279	11,369	11,225
S2	11,170	11,170	11,352
S3	10,976	11,085	11,334
S4	10,782	10,891	11,280

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,751	13,420	11,756
R3	12,831	12,500	11,503
R2	11,911	11,911	11,419
R1	11,580	11,580	11,334	11,746
PP	10,991	10,991	10,991	11,073
S1	10,660	10,660	11,166	10,826
S2	10,071	10,071	11,081
S3	9,151	9,740	10,997
S4	8,231	8,820	10,744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,450	10,579	871	7.6%	419	3.7%	93%	True	False	193,072
10	11,898	10,401	1,497	13.1%	483	4.2%	66%	False	False	240,934
20	12,749	10,401	2,348	20.6%	343	3.0%	42%	False	False	181,483
40	12,749	10,401	2,348	20.6%	257	2.3%	42%	False	False	150,294
60	12,749	10,401	2,348	20.6%	221	1.9%	42%	False	False	116,513
80	12,803	10,401	2,402	21.1%	201	1.8%	41%	False	False	87,410
100	12,803	10,401	2,402	21.1%	184	1.6%	41%	False	False	69,944

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	131
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	12,275
2.618	11,958
1.618	11,764
1.000	11,644
0.618	11,570
HIGH	11,450
0.618	11,376
0.500	11,353
0.382	11,330
LOW	11,256
0.618	11,136
1.000	11,062
1.618	10,942
2.618	10,748
4.250	10,432

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	11,376	11,315
PP	11,364	11,243
S1	11,353	11,171

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