mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 12,572 12,677 105 0.8% 12,515
High 12,698 12,720 22 0.2% 12,720
Low 12,572 12,510 -62 -0.5% 12,476
Close 12,681 12,615 -66 -0.5% 12,615
Range 126 210 84 66.7% 244
ATR 153 157 4 2.7% 0
Volume 90,617 122,904 32,287 35.6% 433,193
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,245 13,140 12,731
R3 13,035 12,930 12,673
R2 12,825 12,825 12,654
R1 12,720 12,720 12,634 12,668
PP 12,615 12,615 12,615 12,589
S1 12,510 12,510 12,596 12,458
S2 12,405 12,405 12,577
S3 12,195 12,300 12,557
S4 11,985 12,090 12,500
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,336 13,219 12,749
R3 13,092 12,975 12,682
R2 12,848 12,848 12,660
R1 12,731 12,731 12,637 12,790
PP 12,604 12,604 12,604 12,633
S1 12,487 12,487 12,593 12,546
S2 12,360 12,360 12,570
S3 12,116 12,243 12,548
S4 11,872 11,999 12,481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,720 12,330 390 3.1% 146 1.2% 73% True False 111,035
10 12,720 11,818 902 7.2% 162 1.3% 88% True False 109,478
20 12,720 11,767 953 7.6% 165 1.3% 89% True False 121,016
40 12,720 11,767 953 7.6% 154 1.2% 89% True False 61,789
60 12,803 11,767 1,036 8.2% 150 1.2% 82% False False 41,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,613
2.618 13,270
1.618 13,060
1.000 12,930
0.618 12,850
HIGH 12,720
0.618 12,640
0.500 12,615
0.382 12,590
LOW 12,510
0.618 12,380
1.000 12,300
1.618 12,170
2.618 11,960
4.250 11,618
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 12,615 12,610
PP 12,615 12,604
S1 12,615 12,599

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

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