mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 11,232 11,338 106 0.9% 11,100
High 11,362 11,350 -12 -0.1% 11,230
Low 11,185 11,200 15 0.1% 10,370
Close 11,329 11,312 -17 -0.2% 11,176
Range 177 150 -27 -15.3% 860
ATR 331 318 -13 -3.9% 0
Volume 98 134 36 36.7% 1,440
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,737 11,675 11,395
R3 11,587 11,525 11,353
R2 11,437 11,437 11,340
R1 11,375 11,375 11,326 11,331
PP 11,287 11,287 11,287 11,266
S1 11,225 11,225 11,298 11,181
S2 11,137 11,137 11,285
S3 10,987 11,075 11,271
S4 10,837 10,925 11,230
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 10,518 844 7.5% 388 3.4% 94% False False 219
10 11,815 10,370 1,445 12.8% 448 4.0% 65% False False 228
20 12,675 10,370 2,305 20.4% 322 2.8% 41% False False 172
40 12,675 10,370 2,305 20.4% 238 2.1% 41% False False 122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 112
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 11,988
2.618 11,743
1.618 11,593
1.000 11,500
0.618 11,443
HIGH 11,350
0.618 11,293
0.500 11,275
0.382 11,257
LOW 11,200
0.618 11,107
1.000 11,050
1.618 10,957
2.618 10,807
4.250 10,563
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 11,300 11,241
PP 11,287 11,170
S1 11,275 11,099

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

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