mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 12,029 11,978 -51 -0.4% 11,924
High 12,032 12,058 26 0.2% 12,150
Low 11,803 11,854 51 0.4% 11,803
Close 11,976 11,881 -95 -0.8% 11,881
Range 229 204 -25 -10.9% 347
ATR 154 158 4 2.3% 0
Volume 181,429 97,989 -83,440 -46.0% 594,098
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,543 12,416 11,993
R3 12,339 12,212 11,937
R2 12,135 12,135 11,919
R1 12,008 12,008 11,900 11,970
PP 11,931 11,931 11,931 11,912
S1 11,804 11,804 11,862 11,766
S2 11,727 11,727 11,844
S3 11,523 11,600 11,825
S4 11,319 11,396 11,769
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,986 12,780 12,072
R3 12,639 12,433 11,977
R2 12,292 12,292 11,945
R1 12,086 12,086 11,913 12,016
PP 11,945 11,945 11,945 11,909
S1 11,739 11,739 11,849 11,669
S2 11,598 11,598 11,818
S3 11,251 11,392 11,786
S4 10,904 11,045 11,690
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% 177 1.5% 22% False False 118,819
10 12,150 11,767 383 3.2% 167 1.4% 30% False False 132,897
20 12,522 11,767 755 6.4% 157 1.3% 15% False False 73,654
40 12,803 11,767 1,036 8.7% 151 1.3% 11% False False 36,893
60 12,803 11,767 1,036 8.7% 140 1.2% 11% False False 24,623
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 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,925
2.618 12,592
1.618 12,388
1.000 12,262
0.618 12,184
HIGH 12,058
0.618 11,980
0.500 11,956
0.382 11,932
LOW 11,854
0.618 11,728
1.000 11,650
1.618 11,524
2.618 11,320
4.250 10,987
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 11,956 11,971
PP 11,931 11,941
S1 11,906 11,911

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

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