mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 12,686 12,536 -150 -1.2% 12,453
High 12,749 12,604 -145 -1.1% 12,749
Low 12,592 12,433 -159 -1.3% 12,239
Close 12,621 12,550 -71 -0.6% 12,621
Range 157 171 14 8.9% 510
ATR 168 170 1 0.8% 0
Volume 77,337 94,227 16,890 21.8% 524,181
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,042 12,967 12,644
R3 12,871 12,796 12,597
R2 12,700 12,700 12,581
R1 12,625 12,625 12,566 12,663
PP 12,529 12,529 12,529 12,548
S1 12,454 12,454 12,534 12,492
S2 12,358 12,358 12,519
S3 12,187 12,283 12,503
S4 12,016 12,112 12,456
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 14,066 13,854 12,902
R3 13,556 13,344 12,761
R2 13,046 13,046 12,715
R1 12,834 12,834 12,668 12,940
PP 12,536 12,536 12,536 12,590
S1 12,324 12,324 12,574 12,430
S2 12,026 12,026 12,528
S3 11,516 11,814 12,481
S4 11,006 11,304 12,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,749 12,334 415 3.3% 173 1.4% 52% False False 101,854
10 12,749 12,239 510 4.1% 177 1.4% 61% False False 115,723
20 12,749 11,818 931 7.4% 168 1.3% 79% False False 114,040
40 12,749 11,767 982 7.8% 163 1.3% 80% False False 93,847
60 12,803 11,767 1,036 8.3% 157 1.2% 76% False False 62,609
80 12,803 11,767 1,036 8.3% 147 1.2% 76% False False 46,977
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 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,331
2.618 13,052
1.618 12,881
1.000 12,775
0.618 12,710
HIGH 12,604
0.618 12,539
0.500 12,519
0.382 12,498
LOW 12,433
0.618 12,327
1.000 12,262
1.618 12,156
2.618 11,985
4.250 11,706
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 12,540 12,591
PP 12,529 12,577
S1 12,519 12,564

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

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