mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	11,995	12,135	140	1.2%	11,924
High	12,144	12,223	79	0.7%	12,150
Low	11,954	12,107	153	1.3%	11,803
Close	12,141	12,218	77	0.6%	11,881
Range	190	116	-74	-38.9%	347
ATR	164	160	-3	-2.1%	0
Volume	104,735	124,529	19,794	18.9%	594,098

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,531	12,490	12,282
R3	12,415	12,374	12,250
R2	12,299	12,299	12,239
R1	12,258	12,258	12,229	12,279
PP	12,183	12,183	12,183	12,193
S1	12,142	12,142	12,207	12,163
S2	12,067	12,067	12,197
S3	11,951	12,026	12,186
S4	11,835	11,910	12,154

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,986	12,780	12,072
R3	12,639	12,433	11,977
R2	12,292	12,292	11,945
R1	12,086	12,086	11,913	12,016
PP	11,945	11,945	11,945	11,909
S1	11,739	11,739	11,849	11,669
S2	11,598	11,598	11,818
S3	11,251	11,392	11,786
S4	10,904	11,045	11,690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,223	11,803	420	3.4%	191	1.6%	99%	True	False	122,655
10	12,223	11,767	456	3.7%	170	1.4%	99%	True	False	122,699
20	12,239	11,767	472	3.9%	155	1.3%	96%	False	False	90,284
40	12,705	11,767	938	7.7%	156	1.3%	48%	False	False	45,233
60	12,803	11,767	1,036	8.5%	145	1.2%	44%	False	False	30,182

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	46
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	12,716
2.618	12,527
1.618	12,411
1.000	12,339
0.618	12,295
HIGH	12,223
0.618	12,179
0.500	12,165
0.382	12,151
LOW	12,107
0.618	12,035
1.000	11,991
1.618	11,919
2.618	11,803
4.250	11,614

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	12,200	12,152
PP	12,183	12,086
S1	12,165	12,021

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