mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 12,485 12,413 -72 -0.6% 12,515
High 12,516 12,555 39 0.3% 12,720
Low 12,319 12,385 66 0.5% 12,476
Close 12,413 12,425 12 0.1% 12,615
Range 197 170 -27 -13.7% 244
ATR 163 163 1 0.3% 0
Volume 148,502 120,254 -28,248 -19.0% 433,193
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,965 12,865 12,519
R3 12,795 12,695 12,472
R2 12,625 12,625 12,456
R1 12,525 12,525 12,441 12,575
PP 12,455 12,455 12,455 12,480
S1 12,355 12,355 12,410 12,405
S2 12,285 12,285 12,394
S3 12,115 12,185 12,378
S4 11,945 12,015 12,332
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% 178 1.4% 26% False False 121,809
10 12,720 12,107 613 4.9% 156 1.3% 52% False False 118,299
20 12,720 11,767 953 7.7% 169 1.4% 69% False False 123,687
40 12,720 11,767 953 7.7% 155 1.2% 69% False False 71,673
60 12,803 11,767 1,036 8.3% 153 1.2% 64% False False 47,811
80 12,803 11,740 1,063 8.6% 141 1.1% 64% False False 35,875
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,278
2.618 13,000
1.618 12,830
1.000 12,725
0.618 12,660
HIGH 12,555
0.618 12,490
0.500 12,470
0.382 12,450
LOW 12,385
0.618 12,280
1.000 12,215
1.618 12,110
2.618 11,940
4.250 11,663
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 12,470 12,459
PP 12,455 12,447
S1 12,440 12,436

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

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