mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 12,515 12,528 13 0.1% 11,882
High 12,559 12,586 27 0.2% 12,534
Low 12,476 12,478 2 0.0% 11,818
Close 12,533 12,569 36 0.3% 12,514
Range 83 108 25 30.1% 716
ATR 158 154 -4 -2.3% 0
Volume 121,985 97,687 -24,298 -19.9% 563,605
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,868 12,827 12,629
R3 12,760 12,719 12,599
R2 12,652 12,652 12,589
R1 12,611 12,611 12,579 12,632
PP 12,544 12,544 12,544 12,555
S1 12,503 12,503 12,559 12,524
S2 12,436 12,436 12,549
S3 12,328 12,395 12,539
S4 12,220 12,287 12,510
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 14,437 14,191 12,908
R3 13,721 13,475 12,711
R2 13,005 13,005 12,645
R1 12,759 12,759 12,580 12,882
PP 12,289 12,289 12,289 12,350
S1 12,043 12,043 12,448 12,166
S2 11,573 11,573 12,383
S3 10,857 11,327 12,317
S4 10,141 10,611 12,120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,586 12,107 479 3.8% 135 1.1% 96% True False 114,789
10 12,586 11,803 783 6.2% 163 1.3% 98% True False 116,499
20 12,586 11,767 819 6.5% 160 1.3% 98% True False 112,669
40 12,667 11,767 900 7.2% 153 1.2% 89% False False 56,456
60 12,803 11,767 1,036 8.2% 148 1.2% 77% False False 37,666
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,045
2.618 12,869
1.618 12,761
1.000 12,694
0.618 12,653
HIGH 12,586
0.618 12,545
0.500 12,532
0.382 12,519
LOW 12,478
0.618 12,411
1.000 12,370
1.618 12,303
2.618 12,195
4.250 12,019
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 12,557 12,532
PP 12,544 12,495
S1 12,532 12,458

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

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