mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 12,354 12,507 153 1.2% 12,598
High 12,552 12,578 26 0.2% 12,598
Low 12,334 12,495 161 1.3% 12,319
Close 12,507 12,507 0 0.0% 12,452
Range 218 83 -135 -61.9% 279
ATR 170 164 -6 -3.7% 0
Volume 115,653 89,020 -26,633 -23.0% 665,601
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,776 12,724 12,553
R3 12,693 12,641 12,530
R2 12,610 12,610 12,522
R1 12,558 12,558 12,515 12,549
PP 12,527 12,527 12,527 12,522
S1 12,475 12,475 12,500 12,466
S2 12,444 12,444 12,492
S3 12,361 12,392 12,484
S4 12,278 12,309 12,461
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,293 13,152 12,606
R3 13,014 12,873 12,529
R2 12,735 12,735 12,503
R1 12,594 12,594 12,478 12,525
PP 12,456 12,456 12,456 12,422
S1 12,315 12,315 12,427 12,246
S2 12,177 12,177 12,401
S3 11,898 12,036 12,375
S4 11,619 11,757 12,299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,578 12,239 339 2.7% 168 1.3% 79% True False 116,776
10 12,720 12,239 481 3.8% 173 1.4% 56% False False 119,293
20 12,720 11,803 917 7.3% 168 1.3% 77% False False 117,896
40 12,720 11,767 953 7.6% 159 1.3% 78% False False 86,249
60 12,803 11,767 1,036 8.3% 154 1.2% 71% False False 57,534
80 12,803 11,767 1,036 8.3% 144 1.1% 71% False False 43,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 12,931
2.618 12,795
1.618 12,712
1.000 12,661
0.618 12,629
HIGH 12,578
0.618 12,546
0.500 12,537
0.382 12,527
LOW 12,495
0.618 12,444
1.000 12,412
1.618 12,361
2.618 12,278
4.250 12,142
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 12,537 12,474
PP 12,527 12,441
S1 12,517 12,409

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

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