mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 12,507 12,512 5 0.0% 12,598
High 12,578 12,700 122 1.0% 12,598
Low 12,495 12,464 -31 -0.2% 12,319
Close 12,507 12,690 183 1.5% 12,452
Range 83 236 153 184.3% 279
ATR 164 169 5 3.1% 0
Volume 89,020 133,036 44,016 49.4% 665,601
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,326 13,244 12,820
R3 13,090 13,008 12,755
R2 12,854 12,854 12,733
R1 12,772 12,772 12,712 12,813
PP 12,618 12,618 12,618 12,639
S1 12,536 12,536 12,668 12,577
S2 12,382 12,382 12,647
S3 12,146 12,300 12,625
S4 11,910 12,064 12,560
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 12,700 12,239 461 3.6% 176 1.4% 98% True False 114,453
10 12,720 12,239 481 3.8% 184 1.4% 94% False False 123,534
20 12,720 11,803 917 7.2% 174 1.4% 97% False False 119,433
40 12,720 11,767 953 7.5% 162 1.3% 97% False False 89,568
60 12,803 11,767 1,036 8.2% 155 1.2% 89% False False 59,751
80 12,803 11,767 1,036 8.2% 146 1.1% 89% False False 44,835
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 34
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 13,703
2.618 13,318
1.618 13,082
1.000 12,936
0.618 12,846
HIGH 12,700
0.618 12,610
0.500 12,582
0.382 12,554
LOW 12,464
0.618 12,318
1.000 12,228
1.618 12,082
2.618 11,846
4.250 11,461
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 12,654 12,632
PP 12,618 12,575
S1 12,582 12,517

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

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