mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 12,549 12,437 -112 -0.9% 12,453
High 12,603 12,458 -145 -1.2% 12,749
Low 12,423 12,232 -191 -1.5% 12,239
Close 12,432 12,244 -188 -1.5% 12,621
Range 180 226 46 25.6% 510
ATR 171 175 4 2.3% 0
Volume 107,046 139,319 32,273 30.1% 524,181
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,989 12,843 12,368
R3 12,763 12,617 12,306
R2 12,537 12,537 12,286
R1 12,391 12,391 12,265 12,351
PP 12,311 12,311 12,311 12,292
S1 12,165 12,165 12,223 12,125
S2 12,085 12,085 12,203
S3 11,859 11,939 12,182
S4 11,633 11,713 12,120
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 12,232 517 4.2% 194 1.6% 2% False True 110,193
10 12,749 12,232 517 4.2% 181 1.5% 2% False True 113,484
20 12,749 12,107 642 5.2% 169 1.4% 21% False False 115,892
40 12,749 11,767 982 8.0% 167 1.4% 49% False False 99,981
60 12,749 11,767 982 8.0% 160 1.3% 49% False False 66,711
80 12,803 11,767 1,036 8.5% 150 1.2% 46% False False 50,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,419
2.618 13,050
1.618 12,824
1.000 12,684
0.618 12,598
HIGH 12,458
0.618 12,372
0.500 12,345
0.382 12,318
LOW 12,232
0.618 12,092
1.000 12,006
1.618 11,866
2.618 11,640
4.250 11,272
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 12,345 12,418
PP 12,311 12,360
S1 12,278 12,302

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.