mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	12,143	11,993	-150	-1.2%	12,500
High	12,213	12,010	-203	-1.7%	12,531
Low	11,876	11,718	-158	-1.3%	11,968
Close	11,972	11,734	-238	-2.0%	12,019
Range	337	292	-45	-13.4%	563
ATR	173	182	8	4.9%	0
Volume	105	260	155	147.6%	448

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,697	12,507	11,895
R3	12,405	12,215	11,814
R2	12,113	12,113	11,788
R1	11,923	11,923	11,761	11,872
PP	11,821	11,821	11,821	11,795
S1	11,631	11,631	11,707	11,580
S2	11,529	11,529	11,681
S3	11,237	11,339	11,654
S4	10,945	11,047	11,574

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	12,384	11,718	666	5.7%	234	2.0%	2%	False	True	128
10	12,675	11,718	957	8.2%	197	1.7%	2%	False	True	116
20	12,675	11,718	957	8.2%	178	1.5%	2%	False	True	86
40	12,675	11,691	984	8.4%	145	1.2%	4%	False	False	86

Crabel Price Patterns
NR	True
NR4	False
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	39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,251
2.618	12,775
1.618	12,483
1.000	12,302
0.618	12,191
HIGH	12,010
0.618	11,899
0.500	11,864
0.382	11,830
LOW	11,718
0.618	11,538
1.000	11,426
1.618	11,246
2.618	10,954
4.250	10,477

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	11,864	11,966
PP	11,821	11,888
S1	11,777	11,811

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