mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	10,682	10,738	56	0.5%	11,232
High	10,954	11,075	121	1.1%	11,424
Low	10,651	10,738	87	0.8%	10,720
Close	10,773	11,069	296	2.7%	10,748
Range	303	337	34	11.2%	704
ATR	318	319	1	0.4%	0
Volume	906	262	-644	-71.1%	800

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,972	11,857	11,254
R3	11,635	11,520	11,162
R2	11,298	11,298	11,131
R1	11,183	11,183	11,100	11,241
PP	10,961	10,961	10,961	10,989
S1	10,846	10,846	11,038	10,904
S2	10,624	10,624	11,007
S3	10,287	10,509	10,976
S4	9,950	10,172	10,884

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	7.0%	318	2.9%	54%	False	False	347
10	11,424	10,518	906	8.2%	353	3.2%	61%	False	False	283
20	12,384	10,370	2,014	18.2%	362	3.3%	35%	False	False	233
40	12,675	10,370	2,305	20.8%	258	2.3%	30%	False	False	154

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	58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,507
2.618	11,957
1.618	11,620
1.000	11,412
0.618	11,283
HIGH	11,075
0.618	10,946
0.500	10,907
0.382	10,867
LOW	10,738
0.618	10,530
1.000	10,401
1.618	10,193
2.618	9,856
4.250	9,306

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	11,015	11,000
PP	10,961	10,932
S1	10,907	10,863

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols