mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 12,345 12,515 170 1.4% 11,882
High 12,534 12,559 25 0.2% 12,534
Low 12,330 12,476 146 1.2% 11,818
Close 12,514 12,533 19 0.2% 12,514
Range 204 83 -121 -59.3% 716
ATR 164 158 -6 -3.5% 0
Volume 121,985 121,985 0 0.0% 563,605
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,772 12,735 12,579
R3 12,689 12,652 12,556
R2 12,606 12,606 12,548
R1 12,569 12,569 12,541 12,588
PP 12,523 12,523 12,523 12,532
S1 12,486 12,486 12,526 12,505
S2 12,440 12,440 12,518
S3 12,357 12,403 12,510
S4 12,274 12,320 12,487
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 12,559 11,954 605 4.8% 152 1.2% 96% True False 116,198
10 12,559 11,803 756 6.0% 167 1.3% 97% True False 118,052
20 12,559 11,767 792 6.3% 160 1.3% 97% True False 107,825
40 12,667 11,767 900 7.2% 153 1.2% 85% False False 54,017
60 12,803 11,767 1,036 8.3% 148 1.2% 74% False False 36,039
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 34
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 12,912
2.618 12,776
1.618 12,693
1.000 12,642
0.618 12,610
HIGH 12,559
0.618 12,527
0.500 12,518
0.382 12,508
LOW 12,476
0.618 12,425
1.000 12,393
1.618 12,342
2.618 12,259
4.250 12,123
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 12,528 12,482
PP 12,523 12,430
S1 12,518 12,379

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

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