mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 12,008 12,092 84 0.7% 11,883
High 12,150 12,139 -11 -0.1% 12,050
Low 12,000 12,021 21 0.2% 11,767
Close 12,088 12,023 -65 -0.5% 11,938
Range 150 118 -32 -21.3% 283
ATR 151 149 -2 -1.6% 0
Volume 113,211 102,304 -10,907 -9.6% 734,872
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,415 12,337 12,088
R3 12,297 12,219 12,056
R2 12,179 12,179 12,045
R1 12,101 12,101 12,034 12,081
PP 12,061 12,061 12,061 12,051
S1 11,983 11,983 12,012 11,963
S2 11,943 11,943 12,001
S3 11,825 11,865 11,991
S4 11,707 11,747 11,958
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% 150 1.2% 67% False False 122,743
10 12,150 11,767 383 3.2% 160 1.3% 67% False False 118,327
20 12,522 11,767 755 6.3% 151 1.3% 34% False False 59,702
40 12,803 11,767 1,036 8.6% 146 1.2% 25% False False 29,910
60 12,803 11,767 1,036 8.6% 136 1.1% 25% False False 19,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,641
2.618 12,448
1.618 12,330
1.000 12,257
0.618 12,212
HIGH 12,139
0.618 12,094
0.500 12,080
0.382 12,066
LOW 12,021
0.618 11,948
1.000 11,903
1.618 11,830
2.618 11,712
4.250 11,520
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 12,080 12,016
PP 12,061 12,008
S1 12,042 12,001

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

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