mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 12,528 12,572 44 0.4% 11,882
High 12,586 12,698 112 0.9% 12,534
Low 12,478 12,572 94 0.8% 11,818
Close 12,569 12,681 112 0.9% 12,514
Range 108 126 18 16.7% 716
ATR 154 153 -2 -1.2% 0
Volume 97,687 90,617 -7,070 -7.2% 563,605
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,028 12,981 12,750
R3 12,902 12,855 12,716
R2 12,776 12,776 12,704
R1 12,729 12,729 12,693 12,753
PP 12,650 12,650 12,650 12,662
S1 12,603 12,603 12,670 12,627
S2 12,524 12,524 12,658
S3 12,398 12,477 12,646
S4 12,272 12,351 12,612
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 12,698 12,198 500 3.9% 137 1.1% 97% True False 108,006
10 12,698 11,803 895 7.1% 164 1.3% 98% True False 115,331
20 12,698 11,767 931 7.3% 162 1.3% 98% True False 116,829
40 12,698 11,767 931 7.3% 153 1.2% 98% True False 58,718
60 12,803 11,767 1,036 8.2% 149 1.2% 88% False False 39,174
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 33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,234
2.618 13,028
1.618 12,902
1.000 12,824
0.618 12,776
HIGH 12,698
0.618 12,650
0.500 12,635
0.382 12,620
LOW 12,572
0.618 12,494
1.000 12,446
1.618 12,368
2.618 12,242
4.250 12,037
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 12,666 12,650
PP 12,650 12,618
S1 12,635 12,587

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

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