mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	11,512	11,492	-20	-0.2%	10,803
High	11,618	11,700	82	0.7%	11,380
Low	11,415	11,469	54	0.5%	10,713
Close	11,492	11,603	111	1.0%	11,279
Range	203	231	28	13.8%	667
ATR	326	319	-7	-2.1%	0
Volume	125,901	133,279	7,378	5.9%	705,744

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,284	12,174	11,730
R3	12,053	11,943	11,667
R2	11,822	11,822	11,645
R1	11,712	11,712	11,624	11,767
PP	11,591	11,591	11,591	11,618
S1	11,481	11,481	11,582	11,536
S2	11,360	11,360	11,561
S3	11,129	11,250	11,540
S4	10,898	11,019	11,476

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	11,700	10,909	791	6.8%	283	2.4%	88%	True	False	129,244
10	11,700	10,713	987	8.5%	320	2.8%	90%	True	False	143,898
20	11,898	10,401	1,497	12.9%	400	3.4%	80%	False	False	188,236
40	12,749	10,401	2,348	20.2%	298	2.6%	51%	False	False	157,246
60	12,749	10,401	2,348	20.2%	252	2.2%	51%	False	False	142,387
80	12,749	10,401	2,348	20.2%	226	1.9%	51%	False	False	106,851
100	12,803	10,401	2,402	20.7%	208	1.8%	50%	False	False	85,498

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	75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,682
2.618	12,305
1.618	12,074
1.000	11,931
0.618	11,843
HIGH	11,700
0.618	11,612
0.500	11,585
0.382	11,557
LOW	11,469
0.618	11,326
1.000	11,238
1.618	11,095
2.618	10,864
4.250	10,487

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	11,597	11,560
PP	11,591	11,516
S1	11,585	11,473

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