mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	12,393	12,322	-71	-0.6%	12,464
High	12,442	12,483	41	0.3%	12,654
Low	12,252	12,320	68	0.6%	12,412
Close	12,343	12,355	12	0.1%	12,544
Range	190	163	-27	-14.2%	242
ATR	138	140	2	1.3%	0
Volume	24	80	56	233.3%	209

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,875	12,778	12,445
R3	12,712	12,615	12,400
R2	12,549	12,549	12,385
R1	12,452	12,452	12,370	12,501
PP	12,386	12,386	12,386	12,410
S1	12,289	12,289	12,340	12,338
S2	12,223	12,223	12,325
S3	12,060	12,126	12,310
S4	11,897	11,963	12,265

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%	166	1.3%	26%	False	False	62
10	12,654	12,046	608	4.9%	143	1.2%	51%	False	False	74
20	12,654	11,691	963	7.8%	148	1.2%	69%	False	False	98

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,176
2.618	12,910
1.618	12,747
1.000	12,646
0.618	12,584
HIGH	12,483
0.618	12,421
0.500	12,402
0.382	12,382
LOW	12,320
0.618	12,219
1.000	12,157
1.618	12,056
2.618	11,893
4.250	11,627

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	12,402	12,378
PP	12,386	12,370
S1	12,371	12,363

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