mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 12,598 12,485 -113 -0.9% 12,515
High 12,598 12,516 -82 -0.7% 12,720
Low 12,414 12,319 -95 -0.8% 12,476
Close 12,489 12,413 -76 -0.6% 12,615
Range 184 197 13 7.1% 244
ATR 160 163 3 1.7% 0
Volume 126,772 148,502 21,730 17.1% 433,193
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,007 12,907 12,521
R3 12,810 12,710 12,467
R2 12,613 12,613 12,449
R1 12,513 12,513 12,431 12,465
PP 12,416 12,416 12,416 12,392
S1 12,316 12,316 12,395 12,268
S2 12,219 12,219 12,377
S3 12,022 12,119 12,359
S4 11,825 11,922 12,305
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,336 13,219 12,749
R3 13,092 12,975 12,682
R2 12,848 12,848 12,660
R1 12,731 12,731 12,637 12,790
PP 12,604 12,604 12,604 12,633
S1 12,487 12,487 12,593 12,546
S2 12,360 12,360 12,570
S3 12,116 12,243 12,548
S4 11,872 11,999 12,481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,720 12,319 401 3.2% 165 1.3% 23% False True 117,296
10 12,720 11,954 766 6.2% 158 1.3% 60% False False 116,747
20 12,720 11,767 953 7.7% 169 1.4% 68% False False 124,035
40 12,720 11,767 953 7.7% 154 1.2% 68% False False 68,667
60 12,803 11,767 1,036 8.3% 152 1.2% 62% False False 45,808
80 12,803 11,704 1,099 8.9% 139 1.1% 65% False False 34,372
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 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,353
2.618 13,032
1.618 12,835
1.000 12,713
0.618 12,638
HIGH 12,516
0.618 12,441
0.500 12,418
0.382 12,394
LOW 12,319
0.618 12,197
1.000 12,122
1.618 12,000
2.618 11,803
4.250 11,482
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 12,418 12,520
PP 12,416 12,484
S1 12,415 12,449

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

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