mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 10,956 11,232 276 2.5% 11,100
High 11,214 11,362 148 1.3% 11,230
Low 10,835 11,185 350 3.2% 10,370
Close 11,176 11,329 153 1.4% 11,176
Range 379 177 -202 -53.3% 860
ATR 342 331 -11 -3.3% 0
Volume 186 98 -88 -47.3% 1,440
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,823 11,753 11,426
R3 11,646 11,576 11,378
R2 11,469 11,469 11,362
R1 11,399 11,399 11,345 11,434
PP 11,292 11,292 11,292 11,310
S1 11,222 11,222 11,313 11,257
S2 11,115 11,115 11,297
S3 10,938 11,045 11,280
S4 10,761 10,868 11,232
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 11,362 10,370 992 8.8% 508 4.5% 97% True False 260
10 12,010 10,370 1,640 14.5% 462 4.1% 58% False False 241
20 12,675 10,370 2,305 20.3% 325 2.9% 42% False False 169
40 12,675 10,370 2,305 20.3% 239 2.1% 42% False False 122
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 113
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 12,114
2.618 11,826
1.618 11,649
1.000 11,539
0.618 11,472
HIGH 11,362
0.618 11,295
0.500 11,274
0.382 11,253
LOW 11,185
0.618 11,076
1.000 11,008
1.618 10,899
2.618 10,722
4.250 10,433
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 11,311 11,199
PP 11,292 11,070
S1 11,274 10,940

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

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