mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 11,978 11,882 -96 -0.8% 11,924
High 12,058 12,031 -27 -0.2% 12,150
Low 11,854 11,818 -36 -0.3% 11,803
Close 11,881 11,990 109 0.9% 11,881
Range 204 213 9 4.4% 347
ATR 158 162 4 2.5% 0
Volume 97,989 104,596 6,607 6.7% 594,098
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,585 12,501 12,107
R3 12,372 12,288 12,049
R2 12,159 12,159 12,029
R1 12,075 12,075 12,010 12,117
PP 11,946 11,946 11,946 11,968
S1 11,862 11,862 11,971 11,904
S2 11,733 11,733 11,951
S3 11,520 11,649 11,932
S4 11,307 11,436 11,873
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% 183 1.5% 54% False False 119,905
10 12,150 11,767 383 3.2% 179 1.5% 58% False False 131,323
20 12,522 11,767 755 6.3% 163 1.4% 30% False False 78,872
40 12,803 11,767 1,036 8.6% 154 1.3% 22% False False 39,503
60 12,803 11,767 1,036 8.6% 143 1.2% 22% False False 26,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,936
2.618 12,589
1.618 12,376
1.000 12,244
0.618 12,163
HIGH 12,031
0.618 11,950
0.500 11,925
0.382 11,899
LOW 11,818
0.618 11,686
1.000 11,605
1.618 11,473
2.618 11,260
4.250 10,913
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 11,968 11,970
PP 11,946 11,950
S1 11,925 11,931

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

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