mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 11,980 12,046 66 0.6% 12,059
High 12,108 12,058 -50 -0.4% 12,108
Low 11,948 11,854 -94 -0.8% 11,854
Close 12,044 11,873 -171 -1.4% 11,873
Range 160 204 44 27.5% 254
ATR 139 144 5 3.3% 0
Volume 39,158 94,561 55,403 141.5% 142,378
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,540 12,411 11,985
R3 12,336 12,207 11,929
R2 12,132 12,132 11,911
R1 12,003 12,003 11,892 11,966
PP 11,928 11,928 11,928 11,910
S1 11,799 11,799 11,854 11,762
S2 11,724 11,724 11,836
S3 11,520 11,595 11,817
S4 11,316 11,391 11,761
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,707 12,544 12,013
R3 12,453 12,290 11,943
R2 12,199 12,199 11,920
R1 12,036 12,036 11,896 11,991
PP 11,945 11,945 11,945 11,922
S1 11,782 11,782 11,850 11,737
S2 11,691 11,691 11,827
S3 11,437 11,528 11,803
S4 11,183 11,274 11,733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,108 11,854 254 2.1% 126 1.1% 7% False True 28,475
10 12,522 11,854 668 5.6% 146 1.2% 3% False True 14,411
20 12,641 11,854 787 6.6% 144 1.2% 2% False True 7,286
40 12,803 11,854 949 8.0% 144 1.2% 2% False True 3,687
60 12,803 11,414 1,389 11.7% 132 1.1% 33% False False 2,479
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 20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,925
2.618 12,592
1.618 12,388
1.000 12,262
0.618 12,184
HIGH 12,058
0.618 11,980
0.500 11,956
0.382 11,932
LOW 11,854
0.618 11,728
1.000 11,650
1.618 11,524
2.618 11,320
4.250 10,987
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 11,956 11,981
PP 11,928 11,945
S1 11,901 11,909

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

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