mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 12,133 12,143 10 0.1% 12,500
High 12,134 12,213 79 0.7% 12,531
Low 11,968 11,876 -92 -0.8% 11,968
Close 12,019 11,972 -47 -0.4% 12,019
Range 166 337 171 103.0% 563
ATR 161 173 13 7.8% 0
Volume 46 105 59 128.3% 448
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,031 12,839 12,157
R3 12,694 12,502 12,065
R2 12,357 12,357 12,034
R1 12,165 12,165 12,003 12,093
PP 12,020 12,020 12,020 11,984
S1 11,828 11,828 11,941 11,756
S2 11,683 11,683 11,910
S3 11,346 11,491 11,879
S4 11,009 11,154 11,787
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,862 13,503 12,329
R3 13,299 12,940 12,174
R2 12,736 12,736 12,122
R1 12,377 12,377 12,071 12,275
PP 12,173 12,173 12,173 12,122
S1 11,814 11,814 11,968 11,712
S2 11,610 11,610 11,916
S3 11,047 11,251 11,864
S4 10,484 10,688 11,709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,526 11,876 650 5.4% 211 1.8% 15% False True 97
10 12,675 11,876 799 6.7% 188 1.6% 12% False True 96
20 12,675 11,876 799 6.7% 167 1.4% 12% False True 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 13,645
2.618 13,095
1.618 12,758
1.000 12,550
0.618 12,421
HIGH 12,213
0.618 12,084
0.500 12,045
0.382 12,005
LOW 11,876
0.618 11,668
1.000 11,539
1.618 11,331
2.618 10,994
4.250 10,444
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 12,045 12,067
PP 12,020 12,035
S1 11,996 12,004

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

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