mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 11,385 11,378 -7 -0.1% 11,159
High 11,508 11,381 -127 -1.1% 11,321
Low 11,300 10,856 -444 -3.9% 10,401
Close 11,381 11,017 -364 -3.2% 11,250
Range 208 525 317 152.4% 920
ATR 331 345 14 4.2% 0
Volume 117,318 222,033 104,715 89.3% 1,411,777
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,660 12,363 11,306
R3 12,135 11,838 11,162
R2 11,610 11,610 11,113
R1 11,313 11,313 11,065 11,199
PP 11,085 11,085 11,085 11,028
S1 10,788 10,788 10,969 10,674
S2 10,560 10,560 10,921
S3 10,035 10,263 10,873
S4 9,510 9,738 10,728
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 11,508 10,856 652 5.9% 310 2.8% 25% False True 149,223
10 11,546 10,401 1,145 10.4% 474 4.3% 54% False False 227,866
20 12,749 10,401 2,348 21.3% 364 3.3% 26% False False 187,348
40 12,749 10,401 2,348 21.3% 269 2.4% 26% False False 153,390
60 12,749 10,401 2,348 21.3% 230 2.1% 26% False False 122,161
80 12,803 10,401 2,402 21.8% 208 1.9% 26% False False 91,650
100 12,803 10,401 2,402 21.8% 189 1.7% 26% False False 73,337
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 124
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,612
2.618 12,756
1.618 12,231
1.000 11,906
0.618 11,706
HIGH 11,381
0.618 11,181
0.500 11,119
0.382 11,057
LOW 10,856
0.618 10,532
1.000 10,331
1.618 10,007
2.618 9,482
4.250 8,625
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 11,119 11,182
PP 11,085 11,127
S1 11,051 11,072

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

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