mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 11,882 11,995 113 1.0% 11,924
High 12,031 12,144 113 0.9% 12,150
Low 11,818 11,954 136 1.2% 11,803
Close 11,990 12,141 151 1.3% 11,881
Range 213 190 -23 -10.8% 347
ATR 162 164 2 1.2% 0
Volume 104,596 104,735 139 0.1% 594,098
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,650 12,585 12,246
R3 12,460 12,395 12,193
R2 12,270 12,270 12,176
R1 12,205 12,205 12,159 12,238
PP 12,080 12,080 12,080 12,096
S1 12,015 12,015 12,124 12,048
S2 11,890 11,890 12,106
S3 11,700 11,825 12,089
S4 11,510 11,635 12,037
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 12,144 11,803 341 2.8% 191 1.6% 99% True False 118,210
10 12,150 11,767 383 3.2% 181 1.5% 98% False False 129,075
20 12,522 11,767 755 6.2% 166 1.4% 50% False False 84,071
40 12,718 11,767 951 7.8% 155 1.3% 39% False False 42,121
60 12,803 11,767 1,036 8.5% 144 1.2% 36% False False 28,109
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,952
2.618 12,642
1.618 12,452
1.000 12,334
0.618 12,262
HIGH 12,144
0.618 12,072
0.500 12,049
0.382 12,027
LOW 11,954
0.618 11,837
1.000 11,764
1.618 11,647
2.618 11,457
4.250 11,147
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 12,110 12,088
PP 12,080 12,034
S1 12,049 11,981

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

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