mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 12,500 12,393 -107 -0.9% 12,464
High 12,503 12,442 -61 -0.5% 12,654
Low 12,348 12,252 -96 -0.8% 12,412
Close 12,419 12,343 -76 -0.6% 12,544
Range 155 190 35 22.6% 242
ATR 135 138 4 2.9% 0
Volume 114 24 -90 -78.9% 209
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,916 12,819 12,448
R3 12,726 12,629 12,395
R2 12,536 12,536 12,378
R1 12,439 12,439 12,361 12,393
PP 12,346 12,346 12,346 12,322
S1 12,249 12,249 12,326 12,203
S2 12,156 12,156 12,308
S3 11,966 12,059 12,291
S4 11,776 11,869 12,239
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 12,252 402 3.3% 149 1.2% 23% False True 56
10 12,654 11,895 759 6.1% 143 1.2% 59% False False 69
20 12,654 11,691 963 7.8% 140 1.1% 68% False False 95
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 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,250
2.618 12,940
1.618 12,750
1.000 12,632
0.618 12,560
HIGH 12,442
0.618 12,370
0.500 12,347
0.382 12,325
LOW 12,252
0.618 12,135
1.000 12,062
1.618 11,945
2.618 11,755
4.250 11,445
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 12,347 12,453
PP 12,346 12,416
S1 12,344 12,380

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

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