mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 12,464 12,467 3 0.0% 11,804
High 12,480 12,504 24 0.2% 12,461
Low 12,412 12,430 18 0.1% 11,755
Close 12,465 12,500 35 0.3% 12,443
Range 68 74 6 8.8% 706
ATR 127 123 -4 -3.0% 0
Volume 66 50 -16 -24.2% 420
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,700 12,674 12,541
R3 12,626 12,600 12,520
R2 12,552 12,552 12,514
R1 12,526 12,526 12,507 12,539
PP 12,478 12,478 12,478 12,485
S1 12,452 12,452 12,493 12,465
S2 12,404 12,404 12,487
S3 12,330 12,378 12,480
S4 12,256 12,304 12,459
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 14,338 14,096 12,831
R3 13,632 13,390 12,637
R2 12,926 12,926 12,573
R1 12,684 12,684 12,508 12,805
PP 12,220 12,220 12,220 12,280
S1 11,978 11,978 12,378 12,099
S2 11,514 11,514 12,314
S3 10,808 11,272 12,249
S4 10,102 10,566 12,055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,504 12,046 458 3.7% 120 1.0% 99% True False 86
10 12,504 11,755 749 6.0% 142 1.1% 99% True False 76
20 12,504 11,691 813 6.5% 111 0.9% 100% True False 88
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,819
2.618 12,698
1.618 12,624
1.000 12,578
0.618 12,550
HIGH 12,504
0.618 12,476
0.500 12,467
0.382 12,458
LOW 12,430
0.618 12,384
1.000 12,356
1.618 12,310
2.618 12,236
4.250 12,116
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 12,489 12,461
PP 12,478 12,422
S1 12,467 12,383

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

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