mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 12,430 12,389 -41 -0.3% 12,598
High 12,528 12,459 -69 -0.6% 12,598
Low 12,336 12,329 -7 -0.1% 12,319
Close 12,382 12,452 70 0.6% 12,452
Range 192 130 -62 -32.3% 279
ATR 165 163 -3 -1.5% 0
Volume 144,650 125,423 -19,227 -13.3% 665,601
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,803 12,758 12,524
R3 12,673 12,628 12,488
R2 12,543 12,543 12,476
R1 12,498 12,498 12,464 12,521
PP 12,413 12,413 12,413 12,425
S1 12,368 12,368 12,440 12,391
S2 12,283 12,283 12,428
S3 12,153 12,238 12,416
S4 12,023 12,108 12,381
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,293 13,152 12,606
R3 13,014 12,873 12,529
R2 12,735 12,735 12,503
R1 12,594 12,594 12,478 12,525
PP 12,456 12,456 12,456 12,422
S1 12,315 12,315 12,427 12,246
S2 12,177 12,177 12,401
S3 11,898 12,036 12,375
S4 11,619 11,757 12,299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,598 12,319 279 2.2% 175 1.4% 48% False False 133,120
10 12,720 12,319 401 3.2% 161 1.3% 33% False False 122,077
20 12,720 11,803 917 7.4% 166 1.3% 71% False False 119,408
40 12,720 11,767 953 7.7% 155 1.2% 72% False False 78,412
60 12,803 11,767 1,036 8.3% 151 1.2% 66% False False 52,308
80 12,803 11,767 1,036 8.3% 142 1.1% 66% False False 39,251
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,012
2.618 12,799
1.618 12,669
1.000 12,589
0.618 12,539
HIGH 12,459
0.618 12,409
0.500 12,394
0.382 12,379
LOW 12,329
0.618 12,249
1.000 12,199
1.618 12,119
2.618 11,989
4.250 11,777
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 12,433 12,449
PP 12,413 12,445
S1 12,394 12,442

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

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