mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	12,549	12,437	-112	-0.9%	12,453
High	12,603	12,458	-145	-1.2%	12,749
Low	12,423	12,232	-191	-1.5%	12,239
Close	12,432	12,244	-188	-1.5%	12,621
Range	180	226	46	25.6%	510
ATR	171	175	4	2.3%	0
Volume	107,046	139,319	32,273	30.1%	524,181

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,989	12,843	12,368
R3	12,763	12,617	12,306
R2	12,537	12,537	12,286
R1	12,391	12,391	12,265	12,351
PP	12,311	12,311	12,311	12,292
S1	12,165	12,165	12,223	12,125
S2	12,085	12,085	12,203
S3	11,859	11,939	12,182
S4	11,633	11,713	12,120

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	12,232	517	4.2%	194	1.6%	2%	False	True	110,193
10	12,749	12,232	517	4.2%	181	1.5%	2%	False	True	113,484
20	12,749	12,107	642	5.2%	169	1.4%	21%	False	False	115,892
40	12,749	11,767	982	8.0%	167	1.4%	49%	False	False	99,981
60	12,749	11,767	982	8.0%	160	1.3%	49%	False	False	66,711
80	12,803	11,767	1,036	8.5%	150	1.2%	46%	False	False	50,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,419
2.618	13,050
1.618	12,824
1.000	12,684
0.618	12,598
HIGH	12,458
0.618	12,372
0.500	12,345
0.382	12,318
LOW	12,232
0.618	12,092
1.000	12,006
1.618	11,866
2.618	11,640
4.250	11,272

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	12,345	12,418
PP	12,311	12,360
S1	12,278	12,302

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols