mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 12,201 12,240 39 0.3% 12,536
High 12,211 12,280 69 0.6% 12,604
Low 12,029 11,941 -88 -0.7% 12,029
Close 12,088 12,040 -48 -0.4% 12,088
Range 182 339 157 86.3% 575
ATR 174 186 12 6.8% 0
Volume 148,538 159,305 10,767 7.2% 604,766
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 13,104 12,911 12,227
R3 12,765 12,572 12,133
R2 12,426 12,426 12,102
R1 12,233 12,233 12,071 12,160
PP 12,087 12,087 12,087 12,051
S1 11,894 11,894 12,009 11,821
S2 11,748 11,748 11,978
S3 11,409 11,555 11,947
S4 11,070 11,216 11,854
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 12,603 11,941 662 5.5% 218 1.8% 15% False True 133,968
10 12,749 11,941 808 6.7% 195 1.6% 12% False True 117,911
20 12,749 11,941 808 6.7% 178 1.5% 12% False True 119,352
40 12,749 11,767 982 8.2% 169 1.4% 28% False False 110,549
60 12,749 11,767 982 8.2% 163 1.4% 28% False False 73,766
80 12,803 11,767 1,036 8.6% 156 1.3% 26% False False 55,345
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 41
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 13,721
2.618 13,168
1.618 12,829
1.000 12,619
0.618 12,490
HIGH 12,280
0.618 12,151
0.500 12,111
0.382 12,071
LOW 11,941
0.618 11,732
1.000 11,602
1.618 11,393
2.618 11,054
4.250 10,500
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 12,111 12,137
PP 12,087 12,104
S1 12,064 12,072

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

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