mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 11,096 11,218 122 1.1% 10,682
High 11,223 11,456 233 2.1% 11,303
Low 10,840 11,195 355 3.3% 10,651
Close 11,208 11,445 237 2.1% 11,208
Range 383 261 -122 -31.9% 652
ATR 318 314 -4 -1.3% 0
Volume 104 162 58 55.8% 1,820
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,148 12,058 11,589
R3 11,887 11,797 11,517
R2 11,626 11,626 11,493
R1 11,536 11,536 11,469 11,581
PP 11,365 11,365 11,365 11,388
S1 11,275 11,275 11,421 11,320
S2 11,104 11,104 11,397
S3 10,843 11,014 11,373
S4 10,582 10,753 11,302
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 11,456 10,738 718 6.3% 305 2.7% 98% True False 215
10 11,456 10,651 805 7.0% 293 2.6% 99% True False 268
20 12,010 10,370 1,640 14.3% 377 3.3% 66% False False 254
40 12,675 10,370 2,305 20.1% 272 2.4% 47% False False 165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 57
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,565
2.618 12,139
1.618 11,878
1.000 11,717
0.618 11,617
HIGH 11,456
0.618 11,356
0.500 11,326
0.382 11,295
LOW 11,195
0.618 11,034
1.000 10,934
1.618 10,773
2.618 10,512
4.250 10,086
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 11,405 11,346
PP 11,365 11,247
S1 11,326 11,148

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

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