mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 12,536 12,549 13 0.1% 12,453
High 12,604 12,603 -1 0.0% 12,749
Low 12,433 12,423 -10 -0.1% 12,239
Close 12,550 12,432 -118 -0.9% 12,621
Range 171 180 9 5.3% 510
ATR 170 171 1 0.4% 0
Volume 94,227 107,046 12,819 13.6% 524,181
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,026 12,909 12,531
R3 12,846 12,729 12,482
R2 12,666 12,666 12,465
R1 12,549 12,549 12,449 12,518
PP 12,486 12,486 12,486 12,470
S1 12,369 12,369 12,416 12,338
S2 12,306 12,306 12,399
S3 12,126 12,189 12,383
S4 11,946 12,009 12,333
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 12,423 326 2.6% 166 1.3% 3% False True 100,133
10 12,749 12,239 510 4.1% 175 1.4% 38% False False 111,578
20 12,749 11,954 795 6.4% 167 1.3% 60% False False 114,162
40 12,749 11,767 982 7.9% 165 1.3% 68% False False 96,517
60 12,803 11,767 1,036 8.3% 158 1.3% 64% False False 64,390
80 12,803 11,767 1,036 8.3% 149 1.2% 64% False False 48,313
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 45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,368
2.618 13,074
1.618 12,894
1.000 12,783
0.618 12,714
HIGH 12,603
0.618 12,534
0.500 12,513
0.382 12,492
LOW 12,423
0.618 12,312
1.000 12,243
1.618 12,132
2.618 11,952
4.250 11,658
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 12,513 12,586
PP 12,486 12,535
S1 12,459 12,483

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

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