mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 11,924 12,008 84 0.7% 11,883
High 12,032 12,150 118 1.0% 12,050
Low 11,851 12,000 149 1.3% 11,767
Close 12,013 12,088 75 0.6% 11,938
Range 181 150 -31 -17.1% 283
ATR 151 151 0 0.0% 0
Volume 99,165 113,211 14,046 14.2% 734,872
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,529 12,459 12,171
R3 12,379 12,309 12,129
R2 12,229 12,229 12,116
R1 12,159 12,159 12,102 12,194
PP 12,079 12,079 12,079 12,097
S1 12,009 12,009 12,074 12,044
S2 11,929 11,929 12,061
S3 11,779 11,859 12,047
S4 11,629 11,709 12,006
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 12,150 11,767 383 3.2% 171 1.4% 84% True False 139,940
10 12,150 11,767 383 3.2% 157 1.3% 84% True False 108,838
20 12,522 11,767 755 6.2% 149 1.2% 43% False False 54,602
40 12,803 11,767 1,036 8.6% 147 1.2% 31% False False 27,353
60 12,803 11,767 1,036 8.6% 136 1.1% 31% False False 18,265
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,788
2.618 12,543
1.618 12,393
1.000 12,300
0.618 12,243
HIGH 12,150
0.618 12,093
0.500 12,075
0.382 12,057
LOW 12,000
0.618 11,907
1.000 11,850
1.618 11,757
2.618 11,607
4.250 11,363
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 12,084 12,059
PP 12,079 12,030
S1 12,075 12,001

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

View Archives - Comment on this page... - Back to Index of Symbols