mini-sized Dow ($5) Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 12,150 12,275 125 1.0% 11,804
High 12,289 12,461 172 1.4% 12,461
Low 12,135 12,262 127 1.0% 11,755
Close 12,274 12,443 169 1.4% 12,443
Range 154 199 45 29.2% 706
ATR 126 132 5 4.1% 0
Volume 74 166 92 124.3% 420
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,986 12,913 12,553
R3 12,787 12,714 12,498
R2 12,588 12,588 12,480
R1 12,515 12,515 12,461 12,552
PP 12,389 12,389 12,389 12,407
S1 12,316 12,316 12,425 12,353
S2 12,190 12,190 12,407
S3 11,991 12,117 12,388
S4 11,792 11,918 12,334
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 14,338 14,096 12,831
R3 13,632 13,390 12,637
R2 12,926 12,926 12,573
R1 12,684 12,684 12,508 12,805
PP 12,220 12,220 12,220 12,280
S1 11,978 11,978 12,378 12,099
S2 11,514 11,514 12,314
S3 10,808 11,272 12,249
S4 10,102 10,566 12,055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,461 11,755 706 5.7% 161 1.3% 97% True False 84
10 12,461 11,755 706 5.7% 160 1.3% 97% True False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 13,307
2.618 12,982
1.618 12,783
1.000 12,660
0.618 12,584
HIGH 12,461
0.618 12,385
0.500 12,362
0.382 12,338
LOW 12,262
0.618 12,139
1.000 12,063
1.618 11,940
2.618 11,741
4.250 11,416
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 12,416 12,380
PP 12,389 12,317
S1 12,362 12,254

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

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