mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 12,042 11,809 -233 -1.9% 12,536
High 12,090 11,884 -206 -1.7% 12,604
Low 11,783 11,648 -135 -1.1% 12,029
Close 11,804 11,818 14 0.1% 12,088
Range 307 236 -71 -23.1% 575
ATR 195 197 3 1.5% 0
Volume 156,865 200,905 44,040 28.1% 604,766
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,491 12,391 11,948
R3 12,255 12,155 11,883
R2 12,019 12,019 11,861
R1 11,919 11,919 11,840 11,969
PP 11,783 11,783 11,783 11,809
S1 11,683 11,683 11,796 11,733
S2 11,547 11,547 11,775
S3 11,311 11,447 11,753
S4 11,075 11,211 11,688
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 12,332 11,648 684 5.8% 245 2.1% 25% False True 156,249
10 12,749 11,648 1,101 9.3% 220 1.9% 15% False True 133,221
20 12,749 11,648 1,101 9.3% 196 1.7% 15% False True 126,257
40 12,749 11,648 1,101 9.3% 178 1.5% 15% False True 119,463
60 12,749 11,648 1,101 9.3% 167 1.4% 15% False True 79,723
80 12,803 11,648 1,155 9.8% 160 1.4% 15% False True 59,814
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 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,887
2.618 12,502
1.618 12,266
1.000 12,120
0.618 12,030
HIGH 11,884
0.618 11,794
0.500 11,766
0.382 11,738
LOW 11,648
0.618 11,502
1.000 11,412
1.618 11,266
2.618 11,030
4.250 10,645
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 11,801 11,964
PP 11,783 11,915
S1 11,766 11,867

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

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