mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 10,803 10,848 45 0.4% 11,268
High 11,033 11,150 117 1.1% 11,508
Low 10,713 10,808 95 0.9% 10,778
Close 10,847 11,141 294 2.7% 10,820
Range 320 342 22 6.9% 730
ATR 340 340 0 0.1% 0
Volume 127,065 144,469 17,404 13.7% 758,411
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,059 11,942 11,329
R3 11,717 11,600 11,235
R2 11,375 11,375 11,204
R1 11,258 11,258 11,172 11,317
PP 11,033 11,033 11,033 11,062
S1 10,916 10,916 11,110 10,975
S2 10,691 10,691 11,078
S3 10,349 10,574 11,047
S4 10,007 10,232 10,953
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,225 12,753 11,222
R3 12,495 12,023 11,021
R2 11,765 11,765 10,954
R1 11,293 11,293 10,887 11,164
PP 11,035 11,035 11,035 10,971
S1 10,563 10,563 10,753 10,434
S2 10,305 10,305 10,686
S3 9,575 9,833 10,619
S4 8,845 9,103 10,419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,508 10,713 795 7.1% 337 3.0% 54% False False 155,324
10 11,508 10,579 929 8.3% 378 3.4% 60% False False 174,198
20 12,458 10,401 2,057 18.5% 386 3.5% 36% False False 195,281
40 12,749 10,401 2,348 21.1% 277 2.5% 32% False False 154,722
60 12,749 10,401 2,348 21.1% 239 2.1% 32% False False 129,438
80 12,803 10,401 2,402 21.6% 215 1.9% 31% False False 97,112
100 12,803 10,401 2,402 21.6% 196 1.8% 31% False False 77,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 74
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,604
2.618 12,045
1.618 11,703
1.000 11,492
0.618 11,361
HIGH 11,150
0.618 11,019
0.500 10,979
0.382 10,939
LOW 10,808
0.618 10,597
1.000 10,466
1.618 10,255
2.618 9,913
4.250 9,355
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 11,087 11,071
PP 11,033 11,001
S1 10,979 10,932

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

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