mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 12,350 12,339 -11 -0.1% 12,309
High 12,406 12,391 -15 -0.1% 12,406
Low 12,266 12,297 31 0.3% 12,266
Close 12,326 12,321 -5 0.0% 12,326
Range 140 94 -46 -32.9% 140
ATR 133 130 -3 -2.1% 0
Volume 95,335 88,781 -6,554 -6.9% 432,242
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,618 12,564 12,373
R3 12,524 12,470 12,347
R2 12,430 12,430 12,338
R1 12,376 12,376 12,330 12,356
PP 12,336 12,336 12,336 12,327
S1 12,282 12,282 12,313 12,262
S2 12,242 12,242 12,304
S3 12,148 12,188 12,295
S4 12,054 12,094 12,269
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,753 12,679 12,403
R3 12,613 12,539 12,365
R2 12,473 12,473 12,352
R1 12,399 12,399 12,339 12,436
PP 12,333 12,333 12,333 12,351
S1 12,259 12,259 12,313 12,296
S2 12,193 12,193 12,300
S3 12,053 12,119 12,288
S4 11,913 11,979 12,249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,406 12,266 140 1.1% 105 0.8% 39% False False 92,206
10 12,406 12,108 298 2.4% 99 0.8% 71% False False 83,631
20 12,406 11,451 955 7.8% 145 1.2% 91% False False 106,659
40 12,406 11,451 955 7.8% 150 1.2% 91% False False 61,773
60 12,406 11,451 955 7.8% 134 1.1% 91% False False 41,197
80 12,406 11,336 1,070 8.7% 116 0.9% 92% False False 30,902
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,791
2.618 12,637
1.618 12,543
1.000 12,485
0.618 12,449
HIGH 12,391
0.618 12,355
0.500 12,344
0.382 12,333
LOW 12,297
0.618 12,239
1.000 12,203
1.618 12,145
2.618 12,051
4.250 11,898
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 12,344 12,336
PP 12,336 12,331
S1 12,329 12,326

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

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