mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 11,284 10,909 -375 -3.3% 11,232
High 11,284 10,990 -294 -2.6% 11,424
Low 10,800 10,720 -80 -0.7% 10,720
Close 10,944 10,748 -196 -1.8% 10,748
Range 484 270 -214 -44.2% 704
ATR 323 319 -4 -1.2% 0
Volume 132 310 178 134.8% 800
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,629 11,459 10,897
R3 11,359 11,189 10,822
R2 11,089 11,089 10,798
R1 10,919 10,919 10,773 10,869
PP 10,819 10,819 10,819 10,795
S1 10,649 10,649 10,723 10,599
S2 10,549 10,549 10,699
S3 10,279 10,379 10,674
S4 10,009 10,109 10,600
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,076 12,616 11,135
R3 12,372 11,912 10,942
R2 11,668 11,668 10,877
R1 11,208 11,208 10,813 11,086
PP 10,964 10,964 10,964 10,903
S1 10,504 10,504 10,684 10,382
S2 10,260 10,260 10,619
S3 9,556 9,800 10,555
S4 8,852 9,096 10,361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,424 10,720 704 6.6% 255 2.4% 4% False True 160
10 11,424 10,370 1,054 9.8% 422 3.9% 36% False False 224
20 12,531 10,370 2,161 20.1% 347 3.2% 17% False False 183
40 12,675 10,370 2,305 21.4% 251 2.3% 16% False False 128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,138
2.618 11,697
1.618 11,427
1.000 11,260
0.618 11,157
HIGH 10,990
0.618 10,887
0.500 10,855
0.382 10,823
LOW 10,720
0.618 10,553
1.000 10,450
1.618 10,283
2.618 10,013
4.250 9,573
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 10,855 11,072
PP 10,819 10,964
S1 10,784 10,856

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

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