mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 11,550 11,390 -160 -1.4% 11,218
High 11,625 11,414 -211 -1.8% 11,625
Low 11,393 11,125 -268 -2.4% 11,125
Close 11,393 11,135 -258 -2.3% 11,135
Range 232 289 57 24.6% 500
ATR 292 292 0 -0.1% 0
Volume 669 1,138 469 70.1% 3,220
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,092 11,902 11,294
R3 11,803 11,613 11,215
R2 11,514 11,514 11,188
R1 11,324 11,324 11,162 11,275
PP 11,225 11,225 11,225 11,200
S1 11,035 11,035 11,109 10,986
S2 10,936 10,936 11,082
S3 10,647 10,746 11,056
S4 10,358 10,457 10,976
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 12,795 12,465 11,410
R3 12,295 11,965 11,273
R2 11,795 11,795 11,227
R1 11,465 11,465 11,181 11,380
PP 11,295 11,295 11,295 11,253
S1 10,965 10,965 11,089 10,880
S2 10,795 10,795 11,043
S3 10,295 10,465 10,998
S4 9,795 9,965 10,860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,625 11,125 500 4.5% 231 2.1% 2% False True 644
10 11,625 10,651 974 8.7% 272 2.4% 50% False False 504
20 11,625 10,370 1,255 11.3% 347 3.1% 61% False False 364
40 12,675 10,370 2,305 20.7% 283 2.5% 33% False False 237
60 12,675 10,370 2,305 20.7% 229 2.1% 33% False False 187
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 62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,642
2.618 12,171
1.618 11,882
1.000 11,703
0.618 11,593
HIGH 11,414
0.618 11,304
0.500 11,270
0.382 11,236
LOW 11,125
0.618 10,947
1.000 10,836
1.618 10,658
2.618 10,369
4.250 9,897
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 11,270 11,375
PP 11,225 11,295
S1 11,180 11,215

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

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