mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 11,273 11,284 11 0.1% 11,100
High 11,424 11,284 -140 -1.2% 11,230
Low 11,230 10,800 -430 -3.8% 10,370
Close 11,307 10,944 -363 -3.2% 11,176
Range 194 484 290 149.5% 860
ATR 309 323 14 4.6% 0
Volume 126 132 6 4.8% 1,440
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,461 12,187 11,210
R3 11,977 11,703 11,077
R2 11,493 11,493 11,033
R1 11,219 11,219 10,988 11,114
PP 11,009 11,009 11,009 10,957
S1 10,735 10,735 10,900 10,630
S2 10,525 10,525 10,855
S3 10,041 10,251 10,811
S4 9,557 9,767 10,678
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 11,424 10,800 624 5.7% 277 2.5% 23% False True 135
10 11,467 10,370 1,097 10.0% 438 4.0% 52% False False 216
20 12,675 10,370 2,305 21.1% 341 3.1% 25% False False 180
40 12,675 10,370 2,305 21.1% 249 2.3% 25% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 108
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,341
2.618 12,551
1.618 12,067
1.000 11,768
0.618 11,583
HIGH 11,284
0.618 11,099
0.500 11,042
0.382 10,985
LOW 10,800
0.618 10,501
1.000 10,316
1.618 10,017
2.618 9,533
4.250 8,743
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 11,042 11,112
PP 11,009 11,056
S1 10,977 11,000

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

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