mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 12,092 12,029 -63 -0.5% 11,883
High 12,139 12,032 -107 -0.9% 12,050
Low 12,021 11,803 -218 -1.8% 11,767
Close 12,023 11,976 -47 -0.4% 11,938
Range 118 229 111 94.1% 283
ATR 149 154 6 3.9% 0
Volume 102,304 181,429 79,125 77.3% 734,872
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,624 12,529 12,102
R3 12,395 12,300 12,039
R2 12,166 12,166 12,018
R1 12,071 12,071 11,997 12,004
PP 11,937 11,937 11,937 11,904
S1 11,842 11,842 11,955 11,775
S2 11,708 11,708 11,934
S3 11,479 11,613 11,913
S4 11,250 11,384 11,850
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 11,803 347 2.9% 165 1.4% 50% False True 125,556
10 12,150 11,767 383 3.2% 167 1.4% 55% False False 132,554
20 12,522 11,767 755 6.3% 152 1.3% 28% False False 68,766
40 12,803 11,767 1,036 8.7% 149 1.2% 20% False False 34,445
60 12,803 11,767 1,036 8.7% 138 1.2% 20% False False 22,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 13,005
2.618 12,632
1.618 12,403
1.000 12,261
0.618 12,174
HIGH 12,032
0.618 11,945
0.500 11,918
0.382 11,891
LOW 11,803
0.618 11,662
1.000 11,574
1.618 11,433
2.618 11,204
4.250 10,830
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 11,957 11,977
PP 11,937 11,976
S1 11,918 11,976

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

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