mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 11,841 11,895 54 0.5% 11,883
High 11,921 12,006 85 0.7% 12,050
Low 11,767 11,858 91 0.8% 11,767
Close 11,899 11,938 39 0.3% 11,938
Range 154 148 -6 -3.9% 283
ATR 149 149 0 0.0% 0
Volume 167,367 131,671 -35,696 -21.3% 734,872
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,378 12,306 12,020
R3 12,230 12,158 11,979
R2 12,082 12,082 11,965
R1 12,010 12,010 11,952 12,046
PP 11,934 11,934 11,934 11,952
S1 11,862 11,862 11,925 11,898
S2 11,786 11,786 11,911
S3 11,638 11,714 11,897
S4 11,490 11,566 11,857
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,767 12,636 12,094
R3 12,484 12,353 12,016
R2 12,201 12,201 11,990
R1 12,070 12,070 11,964 12,136
PP 11,918 11,918 11,918 11,951
S1 11,787 11,787 11,912 11,853
S2 11,635 11,635 11,886
S3 11,352 11,504 11,860
S4 11,069 11,221 11,782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,050 11,767 283 2.4% 158 1.3% 60% False False 146,974
10 12,108 11,767 341 2.9% 142 1.2% 50% False False 87,725
20 12,531 11,767 764 6.4% 146 1.2% 22% False False 43,995
40 12,803 11,767 1,036 8.7% 142 1.2% 17% False False 22,049
60 12,803 11,767 1,036 8.7% 134 1.1% 17% False False 14,726
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 25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,635
2.618 12,394
1.618 12,246
1.000 12,154
0.618 12,098
HIGH 12,006
0.618 11,950
0.500 11,932
0.382 11,915
LOW 11,858
0.618 11,767
1.000 11,710
1.618 11,619
2.618 11,471
4.250 11,229
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 11,936 11,922
PP 11,934 11,906
S1 11,932 11,890

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

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