mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 11,831 11,998 167 1.4% 11,750
High 11,958 12,077 119 1.0% 11,975
Low 11,780 11,933 153 1.3% 11,691
Close 11,944 12,018 74 0.6% 11,865
Range 178 144 -34 -19.1% 284
ATR
Volume 142 177 35 24.6% 594
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,441 12,374 12,097
R3 12,297 12,230 12,058
R2 12,153 12,153 12,045
R1 12,086 12,086 12,031 12,120
PP 12,009 12,009 12,009 12,026
S1 11,942 11,942 12,005 11,976
S2 11,865 11,865 11,992
S3 11,721 11,798 11,979
S4 11,577 11,654 11,939
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,696 12,564 12,021
R3 12,412 12,280 11,943
R2 12,128 12,128 11,917
R1 11,996 11,996 11,891 12,062
PP 11,844 11,844 11,844 11,877
S1 11,712 11,712 11,839 11,778
S2 11,560 11,560 11,813
S3 11,276 11,428 11,787
S4 10,992 11,144 11,709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,077 11,691 386 3.2% 141 1.2% 85% True False 178
10 12,077 11,691 386 3.2% 80 0.7% 85% True False 100
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,689
2.618 12,454
1.618 12,310
1.000 12,221
0.618 12,166
HIGH 12,077
0.618 12,022
0.500 12,005
0.382 11,988
LOW 11,933
0.618 11,844
1.000 11,789
1.618 11,700
2.618 11,556
4.250 11,321
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 12,014 11,988
PP 12,009 11,958
S1 12,005 11,929

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

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