mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 12,453 12,354 -99 -0.8% 12,598
High 12,453 12,552 99 0.8% 12,598
Low 12,239 12,334 95 0.8% 12,319
Close 12,328 12,507 179 1.5% 12,452
Range 214 218 4 1.9% 279
ATR 166 170 4 2.5% 0
Volume 109,135 115,653 6,518 6.0% 665,601
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,118 13,031 12,627
R3 12,900 12,813 12,567
R2 12,682 12,682 12,547
R1 12,595 12,595 12,527 12,639
PP 12,464 12,464 12,464 12,486
S1 12,377 12,377 12,487 12,421
S2 12,246 12,246 12,467
S3 12,028 12,159 12,447
S4 11,810 11,941 12,387
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 2.5% 185 1.5% 85% False False 123,023
10 12,720 12,239 481 3.8% 175 1.4% 56% False False 120,159
20 12,720 11,803 917 7.3% 171 1.4% 77% False False 119,106
40 12,720 11,767 953 7.6% 160 1.3% 78% False False 84,027
60 12,803 11,767 1,036 8.3% 154 1.2% 71% False False 56,052
80 12,803 11,767 1,036 8.3% 144 1.1% 71% False False 42,060
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 33
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 13,479
2.618 13,123
1.618 12,905
1.000 12,770
0.618 12,687
HIGH 12,552
0.618 12,469
0.500 12,443
0.382 12,417
LOW 12,334
0.618 12,199
1.000 12,116
1.618 11,981
2.618 11,763
4.250 11,408
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 12,486 12,470
PP 12,464 12,433
S1 12,443 12,396

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

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