mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 12,643 12,708 65 0.5% 12,432
High 12,724 12,796 72 0.6% 12,796
Low 12,609 12,688 79 0.6% 12,390
Close 12,708 12,756 48 0.4% 12,756
Range 115 108 -7 -6.1% 406
ATR 139 136 -2 -1.6% 0
Volume 97,692 78,409 -19,283 -19.7% 417,269
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,071 13,021 12,816
R3 12,963 12,913 12,786
R2 12,855 12,855 12,776
R1 12,805 12,805 12,766 12,830
PP 12,747 12,747 12,747 12,759
S1 12,697 12,697 12,746 12,722
S2 12,639 12,639 12,736
S3 12,531 12,589 12,726
S4 12,423 12,481 12,697
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,865 13,717 12,979
R3 13,459 13,311 12,868
R2 13,053 13,053 12,831
R1 12,905 12,905 12,793 12,979
PP 12,647 12,647 12,647 12,685
S1 12,499 12,499 12,719 12,573
S2 12,241 12,241 12,682
S3 11,835 12,093 12,644
S4 11,429 11,687 12,533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,796 12,390 406 3.2% 122 1.0% 90% True False 83,453
10 12,796 12,036 760 6.0% 146 1.1% 95% True False 92,313
20 12,796 12,036 760 6.0% 128 1.0% 95% True False 92,758
40 12,796 11,451 1,345 10.5% 151 1.2% 97% True False 92,956
60 12,796 11,451 1,345 10.5% 142 1.1% 97% True False 62,024
80 12,796 11,451 1,345 10.5% 132 1.0% 97% True False 46,527
100 12,796 11,200 1,596 12.5% 115 0.9% 97% True False 37,224
Crabel Price Patterns
NR True
NR4 True
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 24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,255
2.618 13,079
1.618 12,971
1.000 12,904
0.618 12,863
HIGH 12,796
0.618 12,755
0.500 12,742
0.382 12,729
LOW 12,688
0.618 12,621
1.000 12,580
1.618 12,513
2.618 12,405
4.250 12,229
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 12,751 12,722
PP 12,747 12,689
S1 12,742 12,655

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

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