mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	11,131	11,266	135	1.2%	10,803
High	11,310	11,527	217	1.9%	11,380
Low	10,909	11,246	337	3.1%	10,713
Close	11,279	11,517	238	2.1%	11,279
Range	401	281	-120	-29.9%	667
ATR	339	335	-4	-1.2%	0
Volume	152,729	86,289	-66,440	-43.5%	705,744

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,273	12,176	11,672
R3	11,992	11,895	11,594
R2	11,711	11,711	11,569
R1	11,614	11,614	11,543	11,663
PP	11,430	11,430	11,430	11,454
S1	11,333	11,333	11,491	11,382
S2	11,149	11,149	11,466
S3	10,868	11,052	11,440
S4	10,587	10,771	11,363

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,125	12,869	11,646
R3	12,458	12,202	11,463
R2	11,791	11,791	11,401
R1	11,535	11,535	11,340	11,663
PP	11,124	11,124	11,124	11,188
S1	10,868	10,868	11,218	10,996
S2	10,457	10,457	11,157
S3	9,790	10,201	11,096
S4	9,123	9,534	10,912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,527	10,808	719	6.2%	326	2.8%	99%	True	False	132,993
10	11,527	10,713	814	7.1%	317	2.7%	99%	True	False	143,947
20	12,090	10,401	1,689	14.7%	405	3.5%	66%	False	False	193,166
40	12,749	10,401	2,348	20.4%	292	2.5%	48%	False	False	156,259
60	12,749	10,401	2,348	20.4%	248	2.2%	48%	False	False	138,088
80	12,749	10,401	2,348	20.4%	223	1.9%	48%	False	False	103,616
100	12,803	10,401	2,402	20.9%	206	1.8%	46%	False	False	82,909

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	76
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	12,721
2.618	12,263
1.618	11,982
1.000	11,808
0.618	11,701
HIGH	11,527
0.618	11,420
0.500	11,387
0.382	11,353
LOW	11,246
0.618	11,072
1.000	10,965
1.618	10,791
2.618	10,510
4.250	10,052

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	11,474	11,417
PP	11,430	11,318
S1	11,387	11,218

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