mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	12,374	12,185	-189	-1.5%	12,339
High	12,384	12,258	-126	-1.0%	12,675
Low	12,163	12,104	-59	-0.5%	12,170
Close	12,173	12,122	-51	-0.4%	12,549
Range	221	154	-67	-30.3%	505
ATR	161	160	0	-0.3%	0
Volume	111	122	11	9.9%	474

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,623	12,527	12,207
R3	12,469	12,373	12,164
R2	12,315	12,315	12,150
R1	12,219	12,219	12,136	12,190
PP	12,161	12,161	12,161	12,147
S1	12,065	12,065	12,108	12,036
S2	12,007	12,007	12,094
S3	11,853	11,911	12,080
S4	11,699	11,757	12,037

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	12,104	571	4.7%	173	1.4%	3%	False	True	129
10	12,675	12,104	571	4.7%	167	1.4%	3%	False	True	90
20	12,675	12,104	571	4.7%	159	1.3%	3%	False	True	81

Crabel Price Patterns
NR	True
NR4	True
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	35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,913
2.618	12,661
1.618	12,507
1.000	12,412
0.618	12,353
HIGH	12,258
0.618	12,199
0.500	12,181
0.382	12,163
LOW	12,104
0.618	12,009
1.000	11,950
1.618	11,855
2.618	11,701
4.250	11,450

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	12,181	12,315
PP	12,161	12,251
S1	12,142	12,186

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