mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 12,437 12,249 -188 -1.5% 12,453
High 12,458 12,332 -126 -1.0% 12,749
Low 12,232 12,172 -60 -0.5% 12,239
Close 12,244 12,193 -51 -0.4% 12,621
Range 226 160 -66 -29.2% 510
ATR 175 173 -1 -0.6% 0
Volume 139,319 115,636 -23,683 -17.0% 524,181
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,712 12,613 12,281
R3 12,552 12,453 12,237
R2 12,392 12,392 12,222
R1 12,293 12,293 12,208 12,263
PP 12,232 12,232 12,232 12,217
S1 12,133 12,133 12,178 12,103
S2 12,072 12,072 12,164
S3 11,912 11,973 12,149
S4 11,752 11,813 12,105
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 12,172 577 4.7% 179 1.5% 4% False True 106,713
10 12,749 12,172 577 4.7% 178 1.5% 4% False True 110,583
20 12,749 12,172 577 4.7% 171 1.4% 4% False True 115,447
40 12,749 11,767 982 8.1% 163 1.3% 43% False False 102,865
60 12,749 11,767 982 8.1% 161 1.3% 43% False False 68,637
80 12,803 11,767 1,036 8.5% 152 1.2% 41% False False 51,498
Crabel Price Patterns
NR True
NR4 True
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 42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,012
2.618 12,751
1.618 12,591
1.000 12,492
0.618 12,431
HIGH 12,332
0.618 12,271
0.500 12,252
0.382 12,233
LOW 12,172
0.618 12,073
1.000 12,012
1.618 11,913
2.618 11,753
4.250 11,492
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 12,252 12,388
PP 12,232 12,323
S1 12,213 12,258

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

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