mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 12,135 12,212 77 0.6% 11,924
High 12,223 12,363 140 1.1% 12,150
Low 12,107 12,198 91 0.8% 11,803
Close 12,218 12,345 127 1.0% 11,881
Range 116 165 49 42.2% 347
ATR 160 161 0 0.2% 0
Volume 124,529 107,760 -16,769 -13.5% 594,098
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,797 12,736 12,436
R3 12,632 12,571 12,391
R2 12,467 12,467 12,375
R1 12,406 12,406 12,360 12,437
PP 12,302 12,302 12,302 12,317
S1 12,241 12,241 12,330 12,272
S2 12,137 12,137 12,315
S3 11,972 12,076 12,300
S4 11,807 11,911 12,254
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 12,363 11,818 545 4.4% 178 1.4% 97% True False 107,921
10 12,363 11,803 560 4.5% 172 1.4% 97% True False 116,738
20 12,363 11,767 596 4.8% 158 1.3% 97% True False 95,657
40 12,667 11,767 900 7.3% 156 1.3% 64% False False 47,926
60 12,803 11,767 1,036 8.4% 147 1.2% 56% False False 31,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,064
2.618 12,795
1.618 12,630
1.000 12,528
0.618 12,465
HIGH 12,363
0.618 12,300
0.500 12,281
0.382 12,261
LOW 12,198
0.618 12,096
1.000 12,033
1.618 11,931
2.618 11,766
4.250 11,497
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 12,324 12,283
PP 12,302 12,221
S1 12,281 12,159

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

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