mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 11,061 11,087 26 0.2% 11,187
High 11,139 11,389 250 2.2% 11,473
Low 10,907 10,946 39 0.4% 10,918
Close 11,095 11,248 153 1.4% 11,021
Range 232 443 211 90.9% 555
ATR 307 316 10 3.2% 0
Volume 45,205 33,211 -11,994 -26.5% 393,429
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,523 12,329 11,492
R3 12,080 11,886 11,370
R2 11,637 11,637 11,329
R1 11,443 11,443 11,289 11,540
PP 11,194 11,194 11,194 11,243
S1 11,000 11,000 11,208 11,097
S2 10,751 10,751 11,167
S3 10,308 10,557 11,126
S4 9,865 10,114 11,004
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 6.3% 324 2.9% 68% False False 58,447
10 11,705 10,768 937 8.3% 299 2.7% 51% False False 88,300
20 11,705 10,713 992 8.8% 308 2.7% 54% False False 115,301
40 12,749 10,401 2,348 20.9% 326 2.9% 36% False False 148,392
60 12,749 10,401 2,348 20.9% 274 2.4% 36% False False 138,630
80 12,749 10,401 2,348 20.9% 243 2.2% 36% False False 116,210
100 12,803 10,401 2,402 21.4% 223 2.0% 35% False False 92,988
120 12,803 10,401 2,402 21.4% 204 1.8% 35% False False 77,504
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 67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,272
2.618 12,549
1.618 12,106
1.000 11,832
0.618 11,663
HIGH 11,389
0.618 11,220
0.500 11,168
0.382 11,115
LOW 10,946
0.618 10,672
1.000 10,503
1.618 10,229
2.618 9,786
4.250 9,063
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 11,221 11,192
PP 11,194 11,135
S1 11,168 11,079

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

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