mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	11,126	11,415	289	2.6%	11,266
High	11,419	11,473	54	0.5%	11,705
Low	11,122	11,275	153	1.4%	11,199
Close	11,415	11,293	-122	-1.1%	11,208
Range	297	198	-99	-33.3%	506
ATR	311	303	-8	-2.6%	0
Volume	103,903	105,923	2,020	1.9%	579,605

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,941	11,815	11,402
R3	11,743	11,617	11,348
R2	11,545	11,545	11,329
R1	11,419	11,419	11,311	11,383
PP	11,347	11,347	11,347	11,329
S1	11,221	11,221	11,275	11,185
S2	11,149	11,149	11,257
S3	10,951	11,023	11,239
S4	10,753	10,825	11,184

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,889	12,554	11,486
R3	12,383	12,048	11,347
R2	11,877	11,877	11,301
R1	11,542	11,542	11,255	11,457
PP	11,371	11,371	11,371	11,328
S1	11,036	11,036	11,162	10,951
S2	10,865	10,865	11,115
S3	10,359	10,530	11,069
S4	9,853	10,024	10,930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,705	10,918	787	7.0%	268	2.4%	48%	False	False	112,682
10	11,705	10,909	796	7.0%	275	2.4%	48%	False	False	120,963
20	11,705	10,579	1,126	10.0%	311	2.8%	63%	False	False	138,396
40	12,749	10,401	2,348	20.8%	309	2.7%	38%	False	False	156,106
60	12,749	10,401	2,348	20.8%	262	2.3%	38%	False	False	145,299
80	12,749	10,401	2,348	20.8%	232	2.1%	38%	False	False	113,889
100	12,803	10,401	2,402	21.3%	215	1.9%	37%	False	False	91,129
120	12,803	10,401	2,402	21.3%	197	1.7%	37%	False	False	75,952

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	65
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	12,315
2.618	11,991
1.618	11,793
1.000	11,671
0.618	11,595
HIGH	11,473
0.618	11,397
0.500	11,374
0.382	11,351
LOW	11,275
0.618	11,153
1.000	11,077
1.618	10,955
2.618	10,757
4.250	10,434

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	11,374	11,261
PP	11,347	11,228
S1	11,320	11,196

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