mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	12,447	12,374	-73	-0.6%	12,339
High	12,526	12,384	-142	-1.1%	12,675
Low	12,352	12,163	-189	-1.5%	12,170
Close	12,359	12,173	-186	-1.5%	12,549
Range	174	221	47	27.0%	505
ATR	156	161	5	3.0%	0
Volume	101	111	10	9.9%	474

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,903	12,759	12,295
R3	12,682	12,538	12,234
R2	12,461	12,461	12,214
R1	12,317	12,317	12,193	12,279
PP	12,240	12,240	12,240	12,221
S1	12,096	12,096	12,153	12,058
S2	12,019	12,019	12,133
S3	11,798	11,875	12,112
S4	11,577	11,654	12,052

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,980	13,769	12,827
R3	13,475	13,264	12,688
R2	12,970	12,970	12,642
R1	12,759	12,759	12,595	12,865
PP	12,465	12,465	12,465	12,517
S1	12,254	12,254	12,503	12,360
S2	11,960	11,960	12,457
S3	11,455	11,749	12,410
S4	10,950	11,244	12,271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,675	12,163	512	4.2%	188	1.5%	2%	False	True	113
10	12,675	12,163	512	4.2%	170	1.4%	2%	False	True	83
20	12,675	12,046	629	5.2%	157	1.3%	20%	False	False	78

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,323
2.618	12,963
1.618	12,742
1.000	12,605
0.618	12,521
HIGH	12,384
0.618	12,300
0.500	12,274
0.382	12,248
LOW	12,163
0.618	12,027
1.000	11,942
1.618	11,806
2.618	11,585
4.250	11,224

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	12,274	12,347
PP	12,240	12,289
S1	12,207	12,231

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