mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 11,115 10,700 -415 -3.7% 12,143
High 11,182 11,167 -15 -0.1% 12,213
Low 10,600 10,518 -82 -0.8% 11,033
Close 10,650 11,010 360 3.4% 11,330
Range 582 649 67 11.5% 1,180
ATR 315 339 24 7.6% 0
Volume 543 134 -409 -75.3% 982
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,845 12,577 11,367
R3 12,196 11,928 11,189
R2 11,547 11,547 11,129
R1 11,279 11,279 11,070 11,413
PP 10,898 10,898 10,898 10,966
S1 10,630 10,630 10,951 10,764
S2 10,249 10,249 10,891
S3 9,600 9,981 10,832
S4 8,951 9,332 10,653
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 11,467 10,370 1,097 10.0% 600 5.4% 58% False False 297
10 12,213 10,370 1,843 16.7% 457 4.1% 35% False False 228
20 12,675 10,370 2,305 20.9% 312 2.8% 28% False False 159
40 12,675 10,370 2,305 20.9% 231 2.1% 28% False False 129
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 103
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,925
2.618 12,866
1.618 12,217
1.000 11,816
0.618 11,568
HIGH 11,167
0.618 10,919
0.500 10,843
0.382 10,766
LOW 10,518
0.618 10,117
1.000 9,869
1.618 9,468
2.618 8,819
4.250 7,760
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 10,954 10,932
PP 10,898 10,854
S1 10,843 10,776

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

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