mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 11,280 11,100 -180 -1.6% 12,143
High 11,467 11,230 -237 -2.1% 12,213
Low 11,033 10,647 -386 -3.5% 11,033
Close 11,330 10,653 -677 -6.0% 11,330
Range 434 583 149 34.3% 1,180
ATR 227 259 33 14.4% 0
Volume 234 234 0 0.0% 982
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,592 12,206 10,974
R3 12,009 11,623 10,813
R2 11,426 11,426 10,760
R1 11,040 11,040 10,707 10,942
PP 10,843 10,843 10,843 10,794
S1 10,457 10,457 10,600 10,359
S2 10,260 10,260 10,546
S3 9,677 9,874 10,493
S4 9,094 9,291 10,332
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 15,065 14,378 11,979
R3 13,885 13,198 11,655
R2 12,705 12,705 11,546
R1 12,018 12,018 11,438 11,772
PP 11,525 11,525 11,525 11,402
S1 10,838 10,838 11,222 10,592
S2 10,345 10,345 11,114
S3 9,165 9,658 11,006
S4 7,985 8,478 10,681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,010 10,647 1,363 12.8% 416 3.9% 0% False True 222
10 12,526 10,647 1,879 17.6% 313 2.9% 0% False True 159
20 12,675 10,647 2,028 19.0% 240 2.2% 0% False True 116
40 12,675 10,647 2,028 19.0% 185 1.7% 0% False True 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 66
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 13,708
2.618 12,756
1.618 12,173
1.000 11,813
0.618 11,590
HIGH 11,230
0.618 11,007
0.500 10,939
0.382 10,870
LOW 10,647
0.618 10,287
1.000 10,064
1.618 9,704
2.618 9,121
4.250 8,169
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 10,939 11,231
PP 10,843 11,038
S1 10,748 10,846

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

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