mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	12,467	12,534	67	0.5%	11,804
High	12,504	12,628	124	1.0%	12,461
Low	12,430	12,516	86	0.7%	11,755
Close	12,500	12,613	113	0.9%	12,443
Range	74	112	38	51.4%	706
ATR	123	124	0	0.3%	0
Volume	50	39	-11	-22.0%	420

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,922	12,879	12,675
R3	12,810	12,767	12,644
R2	12,698	12,698	12,634
R1	12,655	12,655	12,623	12,677
PP	12,586	12,586	12,586	12,596
S1	12,543	12,543	12,603	12,565
S2	12,474	12,474	12,593
S3	12,362	12,431	12,582
S4	12,250	12,319	12,552

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	12,628	12,135	493	3.9%	122	1.0%	97%	True	False	79
10	12,628	11,755	873	6.9%	142	1.1%	98%	True	False	72
20	12,628	11,691	937	7.4%	114	0.9%	98%	True	False	90

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 3 trading days

Fibonacci Retracements and Extensions
4.250	13,104
2.618	12,921
1.618	12,809
1.000	12,740
0.618	12,697
HIGH	12,628
0.618	12,585
0.500	12,572
0.382	12,559
LOW	12,516
0.618	12,447
1.000	12,404
1.618	12,335
2.618	12,223
4.250	12,040

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	12,599	12,582
PP	12,586	12,551
S1	12,572	12,520

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