mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 12,534 12,605 71 0.6% 12,464
High 12,628 12,654 26 0.2% 12,654
Low 12,516 12,443 -73 -0.6% 12,412
Close 12,613 12,544 -69 -0.5% 12,544
Range 112 211 99 88.4% 242
ATR 124 130 6 5.1% 0
Volume 39 54 15 38.5% 209
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,180 13,073 12,660
R3 12,969 12,862 12,602
R2 12,758 12,758 12,583
R1 12,651 12,651 12,563 12,599
PP 12,547 12,547 12,547 12,521
S1 12,440 12,440 12,525 12,388
S2 12,336 12,336 12,505
S3 12,125 12,229 12,486
S4 11,914 12,018 12,428
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,263 13,145 12,677
R3 13,021 12,903 12,611
R2 12,779 12,779 12,588
R1 12,661 12,661 12,566 12,720
PP 12,537 12,537 12,537 12,566
S1 12,419 12,419 12,522 12,478
S2 12,295 12,295 12,500
S3 12,053 12,177 12,478
S4 11,811 11,935 12,411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,654 12,262 392 3.1% 133 1.1% 72% True False 75
10 12,654 11,755 899 7.2% 146 1.2% 88% True False 69
20 12,654 11,691 963 7.7% 123 1.0% 89% True False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 13,551
2.618 13,207
1.618 12,996
1.000 12,865
0.618 12,785
HIGH 12,654
0.618 12,574
0.500 12,549
0.382 12,524
LOW 12,443
0.618 12,313
1.000 12,232
1.618 12,102
2.618 11,891
4.250 11,546
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 12,549 12,543
PP 12,547 12,543
S1 12,546 12,542

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

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