mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 11,100 10,657 -443 -4.0% 12,143
High 11,230 11,121 -109 -1.0% 12,213
Low 10,647 10,370 -277 -2.6% 11,033
Close 10,653 11,122 469 4.4% 11,330
Range 583 751 168 28.8% 1,180
ATR 259 294 35 13.5% 0
Volume 234 343 109 46.6% 982
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,124 12,874 11,535
R3 12,373 12,123 11,329
R2 11,622 11,622 11,260
R1 11,372 11,372 11,191 11,497
PP 10,871 10,871 10,871 10,934
S1 10,621 10,621 11,053 10,746
S2 10,120 10,120 10,984
S3 9,369 9,870 10,916
S4 8,618 9,119 10,709
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 11,815 10,370 1,445 13.0% 508 4.6% 52% False True 238
10 12,384 10,370 2,014 18.1% 371 3.3% 37% False True 183
20 12,675 10,370 2,305 20.7% 268 2.4% 33% False True 131
40 12,675 10,370 2,305 20.7% 204 1.8% 33% False True 113
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 86
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 14,313
2.618 13,087
1.618 12,336
1.000 11,872
0.618 11,585
HIGH 11,121
0.618 10,834
0.500 10,746
0.382 10,657
LOW 10,370
0.618 9,906
1.000 9,619
1.618 9,155
2.618 8,404
4.250 7,178
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 10,997 11,054
PP 10,871 10,986
S1 10,746 10,919

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

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