mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 12,305 12,292 -13 -0.1% 12,500
High 12,453 12,387 -66 -0.5% 12,503
Low 12,267 12,264 -3 0.0% 12,252
Close 12,312 12,382 70 0.6% 12,382
Range 186 123 -63 -33.9% 251
ATR 144 142 -1 -1.0% 0
Volume 48 30 -18 -37.5% 296
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,713 12,671 12,450
R3 12,590 12,548 12,416
R2 12,467 12,467 12,405
R1 12,425 12,425 12,393 12,446
PP 12,344 12,344 12,344 12,355
S1 12,302 12,302 12,371 12,323
S2 12,221 12,221 12,360
S3 12,098 12,179 12,348
S4 11,975 12,056 12,314
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,132 13,008 12,520
R3 12,881 12,757 12,451
R2 12,630 12,630 12,428
R1 12,506 12,506 12,405 12,443
PP 12,379 12,379 12,379 12,347
S1 12,255 12,255 12,359 12,192
S2 12,128 12,128 12,336
S3 11,877 12,004 12,313
S4 11,626 11,753 12,244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,503 12,252 251 2.0% 164 1.3% 52% False False 59
10 12,654 12,252 402 3.2% 148 1.2% 32% False False 67
20 12,654 11,755 899 7.3% 149 1.2% 70% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,910
2.618 12,709
1.618 12,586
1.000 12,510
0.618 12,463
HIGH 12,387
0.618 12,340
0.500 12,326
0.382 12,311
LOW 12,264
0.618 12,188
1.000 12,141
1.618 12,065
2.618 11,942
4.250 11,741
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 12,363 12,379
PP 12,344 12,376
S1 12,326 12,374

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

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