mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 12,339 12,288 -51 -0.4% 12,500
High 12,339 12,479 140 1.1% 12,503
Low 12,170 12,273 103 0.8% 12,252
Close 12,260 12,436 176 1.4% 12,382
Range 169 206 37 21.9% 251
ATR 147 152 5 3.5% 0
Volume 61 65 4 6.6% 296
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,014 12,931 12,549
R3 12,808 12,725 12,493
R2 12,602 12,602 12,474
R1 12,519 12,519 12,455 12,561
PP 12,396 12,396 12,396 12,417
S1 12,313 12,313 12,417 12,355
S2 12,190 12,190 12,398
S3 11,984 12,107 12,379
S4 11,778 11,901 12,323
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 12,483 12,170 313 2.5% 170 1.4% 85% False False 56
10 12,654 12,170 484 3.9% 159 1.3% 55% False False 56
20 12,654 11,755 899 7.2% 154 1.2% 76% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,355
2.618 13,018
1.618 12,812
1.000 12,685
0.618 12,606
HIGH 12,479
0.618 12,400
0.500 12,376
0.382 12,352
LOW 12,273
0.618 12,146
1.000 12,067
1.618 11,940
2.618 11,734
4.250 11,398
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 12,416 12,399
PP 12,396 12,362
S1 12,376 12,325

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

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