mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 12,512 12,686 174 1.4% 12,453
High 12,700 12,749 49 0.4% 12,749
Low 12,464 12,592 128 1.0% 12,239
Close 12,690 12,621 -69 -0.5% 12,621
Range 236 157 -79 -33.5% 510
ATR 169 168 -1 -0.5% 0
Volume 133,036 77,337 -55,699 -41.9% 524,181
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,125 13,030 12,707
R3 12,968 12,873 12,664
R2 12,811 12,811 12,650
R1 12,716 12,716 12,636 12,685
PP 12,654 12,654 12,654 12,639
S1 12,559 12,559 12,607 12,528
S2 12,497 12,497 12,592
S3 12,340 12,402 12,578
S4 12,183 12,245 12,535
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 14,066 13,854 12,902
R3 13,556 13,344 12,761
R2 13,046 13,046 12,715
R1 12,834 12,834 12,668 12,940
PP 12,536 12,536 12,536 12,590
S1 12,324 12,324 12,574 12,430
S2 12,026 12,026 12,528
S3 11,516 11,814 12,481
S4 11,006 11,304 12,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,749 12,239 510 4.0% 182 1.4% 75% True False 104,836
10 12,749 12,239 510 4.0% 178 1.4% 75% True False 118,978
20 12,749 11,818 931 7.4% 170 1.3% 86% True False 114,228
40 12,749 11,767 982 7.8% 161 1.3% 87% True False 91,497
60 12,803 11,767 1,036 8.2% 156 1.2% 82% False False 61,039
80 12,803 11,767 1,036 8.2% 146 1.2% 82% False False 45,800
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,416
2.618 13,160
1.618 13,003
1.000 12,906
0.618 12,846
HIGH 12,749
0.618 12,689
0.500 12,671
0.382 12,652
LOW 12,592
0.618 12,495
1.000 12,435
1.618 12,338
2.618 12,181
4.250 11,925
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 12,671 12,616
PP 12,654 12,611
S1 12,638 12,607

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

View Archives - Comment on this page... - Back to Index of Symbols