mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 11,895 11,924 29 0.2% 11,883
High 12,006 12,032 26 0.2% 12,050
Low 11,858 11,851 -7 -0.1% 11,767
Close 11,938 12,013 75 0.6% 11,938
Range 148 181 33 22.3% 283
ATR 149 151 2 1.6% 0
Volume 131,671 99,165 -32,506 -24.7% 734,872
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,508 12,442 12,113
R3 12,327 12,261 12,063
R2 12,146 12,146 12,046
R1 12,080 12,080 12,030 12,113
PP 11,965 11,965 11,965 11,982
S1 11,899 11,899 11,997 11,932
S2 11,784 11,784 11,980
S3 11,603 11,718 11,963
S4 11,422 11,537 11,914
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% 176 1.5% 87% False False 142,741
10 12,108 11,767 341 2.8% 153 1.3% 72% False False 97,599
20 12,522 11,767 755 6.3% 149 1.2% 33% False False 48,949
40 12,803 11,767 1,036 8.6% 145 1.2% 24% False False 24,525
60 12,803 11,767 1,036 8.6% 135 1.1% 24% False False 16,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,801
2.618 12,506
1.618 12,325
1.000 12,213
0.618 12,144
HIGH 12,032
0.618 11,963
0.500 11,942
0.382 11,920
LOW 11,851
0.618 11,739
1.000 11,670
1.618 11,558
2.618 11,377
4.250 11,082
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 11,989 11,975
PP 11,965 11,937
S1 11,942 11,900

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

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