mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 10,700 10,956 256 2.4% 11,100
High 11,167 11,214 47 0.4% 11,230
Low 10,518 10,835 317 3.0% 10,370
Close 11,010 11,176 166 1.5% 11,176
Range 649 379 -270 -41.6% 860
ATR 339 342 3 0.8% 0
Volume 134 186 52 38.8% 1,440
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,212 12,073 11,385
R3 11,833 11,694 11,280
R2 11,454 11,454 11,246
R1 11,315 11,315 11,211 11,385
PP 11,075 11,075 11,075 11,110
S1 10,936 10,936 11,141 11,006
S2 10,696 10,696 11,107
S3 10,317 10,557 11,072
S4 9,938 10,178 10,968
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,505 13,201 11,649
R3 12,645 12,341 11,413
R2 11,785 11,785 11,334
R1 11,481 11,481 11,255 11,633
PP 10,925 10,925 10,925 11,002
S1 10,621 10,621 11,097 10,773
S2 10,065 10,065 11,018
S3 9,205 9,761 10,940
S4 8,345 8,901 10,703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,230 10,370 860 7.7% 589 5.3% 94% False False 288
10 12,213 10,370 1,843 16.5% 478 4.3% 44% False False 242
20 12,675 10,370 2,305 20.6% 325 2.9% 35% False False 167
40 12,675 10,370 2,305 20.6% 237 2.1% 35% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 115
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,825
2.618 12,206
1.618 11,827
1.000 11,593
0.618 11,448
HIGH 11,214
0.618 11,069
0.500 11,025
0.382 10,980
LOW 10,835
0.618 10,601
1.000 10,456
1.618 10,222
2.618 9,843
4.250 9,224
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 11,126 11,073
PP 11,075 10,969
S1 11,025 10,866

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

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