mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 12,212 12,345 133 1.1% 11,882
High 12,363 12,534 171 1.4% 12,534
Low 12,198 12,330 132 1.1% 11,818
Close 12,345 12,514 169 1.4% 12,514
Range 165 204 39 23.6% 716
ATR 161 164 3 1.9% 0
Volume 107,760 121,985 14,225 13.2% 563,605
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,071 12,997 12,626
R3 12,867 12,793 12,570
R2 12,663 12,663 12,552
R1 12,589 12,589 12,533 12,626
PP 12,459 12,459 12,459 12,478
S1 12,385 12,385 12,495 12,422
S2 12,255 12,255 12,477
S3 12,051 12,181 12,458
S4 11,847 11,977 12,402
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 14,437 14,191 12,908
R3 13,721 13,475 12,711
R2 13,005 13,005 12,645
R1 12,759 12,759 12,580 12,882
PP 12,289 12,289 12,289 12,350
S1 12,043 12,043 12,448 12,166
S2 11,573 11,573 12,383
S3 10,857 11,327 12,317
S4 10,141 10,611 12,120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,534 11,818 716 5.7% 178 1.4% 97% True False 112,721
10 12,534 11,803 731 5.8% 177 1.4% 97% True False 115,770
20 12,534 11,767 767 6.1% 160 1.3% 97% True False 101,747
40 12,667 11,767 900 7.2% 155 1.2% 83% False False 50,973
60 12,803 11,767 1,036 8.3% 149 1.2% 72% False False 34,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,401
2.618 13,068
1.618 12,864
1.000 12,738
0.618 12,660
HIGH 12,534
0.618 12,456
0.500 12,432
0.382 12,408
LOW 12,330
0.618 12,204
1.000 12,126
1.618 12,000
2.618 11,796
4.250 11,463
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 12,487 12,450
PP 12,459 12,385
S1 12,432 12,321

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

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