mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	11,218	11,434	216	1.9%	10,682
High	11,456	11,517	61	0.5%	11,303
Low	11,195	11,362	167	1.5%	10,651
Close	11,445	11,420	-25	-0.2%	11,208
Range	261	155	-106	-40.6%	652
ATR	314	302	-11	-3.6%	0
Volume	162	717	555	342.6%	1,820

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,898	11,814	11,505
R3	11,743	11,659	11,463
R2	11,588	11,588	11,449
R1	11,504	11,504	11,434	11,469
PP	11,433	11,433	11,433	11,415
S1	11,349	11,349	11,406	11,314
S2	11,278	11,278	11,392
S3	11,123	11,194	11,378
S4	10,968	11,039	11,335

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	11,517	10,840	677	5.9%	269	2.4%	86%	True	False	306
10	11,517	10,651	866	7.6%	293	2.6%	89%	True	False	326
20	11,815	10,370	1,445	12.7%	370	3.2%	73%	False	False	277
40	12,675	10,370	2,305	20.2%	274	2.4%	46%	False	False	182
60	12,675	10,370	2,305	20.2%	220	1.9%	46%	False	False	149

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	63
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	12,176
2.618	11,923
1.618	11,768
1.000	11,672
0.618	11,613
HIGH	11,517
0.618	11,458
0.500	11,440
0.382	11,421
LOW	11,362
0.618	11,266
1.000	11,207
1.618	11,111
2.618	10,956
4.250	10,703

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	11,440	11,340
PP	11,433	11,259
S1	11,427	11,179

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