mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 11,163 11,096 -67 -0.6% 10,682
High 11,303 11,223 -80 -0.7% 11,303
Low 11,031 10,840 -191 -1.7% 10,651
Close 11,059 11,208 149 1.3% 11,208
Range 272 383 111 40.8% 652
ATR 313 318 5 1.6% 0
Volume 236 104 -132 -55.9% 1,820
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,239 12,107 11,419
R3 11,856 11,724 11,313
R2 11,473 11,473 11,278
R1 11,341 11,341 11,243 11,407
PP 11,090 11,090 11,090 11,124
S1 10,958 10,958 11,173 11,024
S2 10,707 10,707 11,138
S3 10,324 10,575 11,103
S4 9,941 10,192 10,997
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,010 12,761 11,567
R3 12,358 12,109 11,387
R2 11,706 11,706 11,328
R1 11,457 11,457 11,268 11,582
PP 11,054 11,054 11,054 11,116
S1 10,805 10,805 11,148 10,930
S2 10,402 10,402 11,089
S3 9,750 10,153 11,029
S4 9,098 9,501 10,850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,303 10,651 652 5.8% 314 2.8% 85% False False 364
10 11,424 10,651 773 6.9% 284 2.5% 72% False False 262
20 12,213 10,370 1,843 16.4% 381 3.4% 45% False False 252
40 12,675 10,370 2,305 20.6% 270 2.4% 36% False False 165
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 59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,851
2.618 12,226
1.618 11,843
1.000 11,606
0.618 11,460
HIGH 11,223
0.618 11,077
0.500 11,032
0.382 10,986
LOW 10,840
0.618 10,603
1.000 10,457
1.618 10,220
2.618 9,837
4.250 9,212
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 11,149 11,163
PP 11,090 11,117
S1 11,032 11,072

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

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