mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 12,389 12,453 64 0.5% 12,598
High 12,459 12,453 -6 0.0% 12,598
Low 12,329 12,239 -90 -0.7% 12,319
Close 12,452 12,328 -124 -1.0% 12,452
Range 130 214 84 64.6% 279
ATR 163 166 4 2.3% 0
Volume 125,423 109,135 -16,288 -13.0% 665,601
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,982 12,869 12,446
R3 12,768 12,655 12,387
R2 12,554 12,554 12,367
R1 12,441 12,441 12,348 12,391
PP 12,340 12,340 12,340 12,315
S1 12,227 12,227 12,309 12,177
S2 12,126 12,126 12,289
S3 11,912 12,013 12,269
S4 11,698 11,799 12,210
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 12,555 12,239 316 2.6% 181 1.5% 28% False True 129,592
10 12,720 12,239 481 3.9% 162 1.3% 19% False True 120,792
20 12,720 11,803 917 7.4% 169 1.4% 57% False False 118,281
40 12,720 11,767 953 7.7% 158 1.3% 59% False False 81,138
60 12,803 11,767 1,036 8.4% 151 1.2% 54% False False 54,126
80 12,803 11,767 1,036 8.4% 143 1.2% 54% False False 40,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 13,363
2.618 13,013
1.618 12,799
1.000 12,667
0.618 12,585
HIGH 12,453
0.618 12,371
0.500 12,346
0.382 12,321
LOW 12,239
0.618 12,107
1.000 12,025
1.618 11,893
2.618 11,679
4.250 11,330
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 12,346 12,384
PP 12,340 12,365
S1 12,334 12,347

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

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