mini-sized Dow ($5) Future December 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 12,143 11,993 -150 -1.2% 12,500
High 12,213 12,010 -203 -1.7% 12,531
Low 11,876 11,718 -158 -1.3% 11,968
Close 11,972 11,734 -238 -2.0% 12,019
Range 337 292 -45 -13.4% 563
ATR 173 182 8 4.9% 0
Volume 105 260 155 147.6% 448
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,697 12,507 11,895
R3 12,405 12,215 11,814
R2 12,113 12,113 11,788
R1 11,923 11,923 11,761 11,872
PP 11,821 11,821 11,821 11,795
S1 11,631 11,631 11,707 11,580
S2 11,529 11,529 11,681
S3 11,237 11,339 11,654
S4 10,945 11,047 11,574
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,862 13,503 12,329
R3 13,299 12,940 12,174
R2 12,736 12,736 12,122
R1 12,377 12,377 12,071 12,275
PP 12,173 12,173 12,173 12,122
S1 11,814 11,814 11,968 11,712
S2 11,610 11,610 11,916
S3 11,047 11,251 11,864
S4 10,484 10,688 11,709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,384 11,718 666 5.7% 234 2.0% 2% False True 128
10 12,675 11,718 957 8.2% 197 1.7% 2% False True 116
20 12,675 11,718 957 8.2% 178 1.5% 2% False True 86
40 12,675 11,691 984 8.4% 145 1.2% 4% False False 86
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,251
2.618 12,775
1.618 12,483
1.000 12,302
0.618 12,191
HIGH 12,010
0.618 11,899
0.500 11,864
0.382 11,830
LOW 11,718
0.618 11,538
1.000 11,426
1.618 11,246
2.618 10,954
4.250 10,477
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 11,864 11,966
PP 11,821 11,888
S1 11,777 11,811

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

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