mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 12,413 12,430 17 0.1% 12,515
High 12,555 12,528 -27 -0.2% 12,720
Low 12,385 12,336 -49 -0.4% 12,476
Close 12,425 12,382 -43 -0.3% 12,615
Range 170 192 22 12.9% 244
ATR 163 165 2 1.3% 0
Volume 120,254 144,650 24,396 20.3% 433,193
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,991 12,879 12,488
R3 12,799 12,687 12,435
R2 12,607 12,607 12,417
R1 12,495 12,495 12,400 12,455
PP 12,415 12,415 12,415 12,396
S1 12,303 12,303 12,365 12,263
S2 12,223 12,223 12,347
S3 12,031 12,111 12,329
S4 11,839 11,919 12,277
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% 191 1.5% 16% False False 132,616
10 12,720 12,198 522 4.2% 164 1.3% 35% False False 120,311
20 12,720 11,767 953 7.7% 167 1.3% 65% False False 121,505
40 12,720 11,767 953 7.7% 155 1.2% 65% False False 75,282
60 12,803 11,767 1,036 8.4% 152 1.2% 59% False False 50,220
80 12,803 11,767 1,036 8.4% 141 1.1% 59% False False 37,683
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,344
2.618 13,031
1.618 12,839
1.000 12,720
0.618 12,647
HIGH 12,528
0.618 12,455
0.500 12,432
0.382 12,409
LOW 12,336
0.618 12,217
1.000 12,144
1.618 12,025
2.618 11,833
4.250 11,520
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 12,432 12,437
PP 12,415 12,419
S1 12,399 12,400

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

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