mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 10,926 11,061 135 1.2% 11,187
High 11,068 11,139 71 0.6% 11,473
Low 10,768 10,907 139 1.3% 10,918
Close 11,061 11,095 34 0.3% 11,021
Range 300 232 -68 -22.7% 555
ATR 312 307 -6 -1.8% 0
Volume 43,743 45,205 1,462 3.3% 393,429
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 11,743 11,651 11,223
R3 11,511 11,419 11,159
R2 11,279 11,279 11,138
R1 11,187 11,187 11,116 11,233
PP 11,047 11,047 11,047 11,070
S1 10,955 10,955 11,074 11,001
S2 10,815 10,815 11,053
S3 10,583 10,723 11,031
S4 10,351 10,491 10,968
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,802 12,467 11,326
R3 12,247 11,912 11,174
R2 11,692 11,692 11,123
R1 11,357 11,357 11,072 11,247
PP 11,137 11,137 11,137 11,083
S1 10,802 10,802 10,970 10,692
S2 10,582 10,582 10,919
S3 10,027 10,247 10,869
S4 9,472 9,692 10,716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,473 10,768 705 6.4% 295 2.7% 46% False False 72,585
10 11,705 10,768 937 8.4% 275 2.5% 35% False False 97,569
20 11,705 10,713 992 8.9% 296 2.7% 39% False False 120,758
40 12,749 10,401 2,348 21.2% 320 2.9% 30% False False 150,453
60 12,749 10,401 2,348 21.2% 270 2.4% 30% False False 139,729
80 12,749 10,401 2,348 21.2% 239 2.2% 30% False False 115,795
100 12,803 10,401 2,402 21.6% 219 2.0% 29% False False 92,657
120 12,803 10,401 2,402 21.6% 202 1.8% 29% False False 77,227
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,125
2.618 11,747
1.618 11,515
1.000 11,371
0.618 11,283
HIGH 11,139
0.618 11,051
0.500 11,023
0.382 10,996
LOW 10,907
0.618 10,764
1.000 10,675
1.618 10,532
2.618 10,300
4.250 9,921
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 11,071 11,087
PP 11,047 11,078
S1 11,023 11,070

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

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