mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 11,971 11,927 -44 -0.4% 11,750
High 12,068 11,927 -141 -1.2% 11,975
Low 11,954 11,757 -197 -1.6% 11,691
Close 11,953 11,908 -45 -0.4% 11,865
Range 114 170 56 49.1% 284
ATR 0 113 113 0
Volume 81 76 -5 -6.2% 594
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,374 12,311 12,002
R3 12,204 12,141 11,955
R2 12,034 12,034 11,939
R1 11,971 11,971 11,924 11,918
PP 11,864 11,864 11,864 11,837
S1 11,801 11,801 11,893 11,748
S2 11,694 11,694 11,877
S3 11,524 11,631 11,861
S4 11,354 11,461 11,815
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,696 12,564 12,021
R3 12,412 12,280 11,943
R2 12,128 12,128 11,917
R1 11,996 11,996 11,891 12,062
PP 11,844 11,844 11,844 11,877
S1 11,712 11,712 11,839 11,778
S2 11,560 11,560 11,813
S3 11,276 11,428 11,787
S4 10,992 11,144 11,709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,077 11,757 320 2.7% 142 1.2% 47% False True 96
10 12,077 11,691 386 3.2% 99 0.8% 56% False False 107
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 15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,650
2.618 12,372
1.618 12,202
1.000 12,097
0.618 12,032
HIGH 11,927
0.618 11,862
0.500 11,842
0.382 11,822
LOW 11,757
0.618 11,652
1.000 11,587
1.618 11,482
2.618 11,312
4.250 11,035
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 11,886 11,917
PP 11,864 11,914
S1 11,842 11,911

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

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