mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 12,249 12,201 -48 -0.4% 12,536
High 12,332 12,211 -121 -1.0% 12,604
Low 12,172 12,029 -143 -1.2% 12,029
Close 12,193 12,088 -105 -0.9% 12,088
Range 160 182 22 13.8% 575
ATR 173 174 1 0.4% 0
Volume 115,636 148,538 32,902 28.5% 604,766
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,655 12,554 12,188
R3 12,473 12,372 12,138
R2 12,291 12,291 12,121
R1 12,190 12,190 12,105 12,150
PP 12,109 12,109 12,109 12,089
S1 12,008 12,008 12,071 11,968
S2 11,927 11,927 12,055
S3 11,745 11,826 12,038
S4 11,563 11,644 11,988
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,965 13,602 12,404
R3 13,390 13,027 12,246
R2 12,815 12,815 12,194
R1 12,452 12,452 12,141 12,346
PP 12,240 12,240 12,240 12,188
S1 11,877 11,877 12,035 11,771
S2 11,665 11,665 11,983
S3 11,090 11,302 11,930
S4 10,515 10,727 11,772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,604 12,029 575 4.8% 184 1.5% 10% False True 120,953
10 12,749 12,029 720 6.0% 183 1.5% 8% False True 112,894
20 12,749 12,029 720 6.0% 172 1.4% 8% False True 117,486
40 12,749 11,767 982 8.1% 165 1.4% 33% False False 106,571
60 12,749 11,767 982 8.1% 161 1.3% 33% False False 71,113
80 12,803 11,767 1,036 8.6% 153 1.3% 31% False False 53,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,985
2.618 12,688
1.618 12,506
1.000 12,393
0.618 12,324
HIGH 12,211
0.618 12,142
0.500 12,120
0.382 12,099
LOW 12,029
0.618 11,917
1.000 11,847
1.618 11,735
2.618 11,553
4.250 11,256
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 12,120 12,244
PP 12,109 12,192
S1 12,099 12,140

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

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