mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 10,909 10,682 -227 -2.1% 11,232
High 10,990 10,954 -36 -0.3% 11,424
Low 10,720 10,651 -69 -0.6% 10,720
Close 10,748 10,773 25 0.2% 10,748
Range 270 303 33 12.2% 704
ATR 319 318 -1 -0.4% 0
Volume 310 906 596 192.3% 800
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 11,702 11,540 10,940
R3 11,399 11,237 10,856
R2 11,096 11,096 10,829
R1 10,934 10,934 10,801 11,015
PP 10,793 10,793 10,793 10,833
S1 10,631 10,631 10,745 10,712
S2 10,490 10,490 10,718
S3 10,187 10,328 10,690
S4 9,884 10,025 10,606
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 10,651 773 7.2% 280 2.6% 16% False True 321
10 11,424 10,370 1,054 9.8% 394 3.7% 38% False False 291
20 12,526 10,370 2,156 20.0% 354 3.3% 19% False False 225
40 12,675 10,370 2,305 21.4% 254 2.4% 17% False False 149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,242
2.618 11,747
1.618 11,444
1.000 11,257
0.618 11,141
HIGH 10,954
0.618 10,838
0.500 10,803
0.382 10,767
LOW 10,651
0.618 10,464
1.000 10,348
1.618 10,161
2.618 9,858
4.250 9,363
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 10,803 10,968
PP 10,793 10,903
S1 10,783 10,838

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

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