mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 12,240 12,042 -198 -1.6% 12,536
High 12,280 12,090 -190 -1.5% 12,604
Low 11,941 11,783 -158 -1.3% 12,029
Close 12,040 11,804 -236 -2.0% 12,088
Range 339 307 -32 -9.4% 575
ATR 186 195 9 4.7% 0
Volume 159,305 156,865 -2,440 -1.5% 604,766
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,813 12,616 11,973
R3 12,506 12,309 11,889
R2 12,199 12,199 11,860
R1 12,002 12,002 11,832 11,947
PP 11,892 11,892 11,892 11,865
S1 11,695 11,695 11,776 11,640
S2 11,585 11,585 11,748
S3 11,278 11,388 11,720
S4 10,971 11,081 11,635
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 12,458 11,783 675 5.7% 243 2.1% 3% False True 143,932
10 12,749 11,783 966 8.2% 204 1.7% 2% False True 122,032
20 12,749 11,783 966 8.2% 190 1.6% 2% False True 121,096
40 12,749 11,767 982 8.3% 175 1.5% 4% False False 114,460
60 12,749 11,767 982 8.3% 165 1.4% 4% False False 76,377
80 12,803 11,767 1,036 8.8% 159 1.3% 4% False False 57,303
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 44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,395
2.618 12,894
1.618 12,587
1.000 12,397
0.618 12,280
HIGH 12,090
0.618 11,973
0.500 11,937
0.382 11,900
LOW 11,783
0.618 11,593
1.000 11,476
1.618 11,286
2.618 10,979
4.250 10,478
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 11,937 12,032
PP 11,892 11,956
S1 11,848 11,880

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

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