mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 12,170 12,117 -53 -0.4% 11,808
High 12,208 12,235 27 0.2% 12,196
Low 12,111 12,108 -3 0.0% 11,802
Close 12,114 12,225 111 0.9% 12,170
Range 97 127 30 30.9% 394
ATR 163 161 -3 -1.6% 0
Volume 71,107 91,646 20,539 28.9% 511,412
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,570 12,525 12,295
R3 12,443 12,398 12,260
R2 12,316 12,316 12,248
R1 12,271 12,271 12,237 12,294
PP 12,189 12,189 12,189 12,201
S1 12,144 12,144 12,213 12,167
S2 12,062 12,062 12,202
S3 11,935 12,017 12,190
S4 11,808 11,890 12,155
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,238 13,098 12,387
R3 12,844 12,704 12,278
R2 12,450 12,450 12,242
R1 12,310 12,310 12,206 12,380
PP 12,056 12,056 12,056 12,091
S1 11,916 11,916 12,134 11,986
S2 11,662 11,662 12,098
S3 11,268 11,522 12,062
S4 10,874 11,128 11,953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,235 11,907 328 2.7% 117 1.0% 97% True False 95,813
10 12,235 11,451 784 6.4% 171 1.4% 99% True False 118,796
20 12,235 11,451 784 6.4% 184 1.5% 99% True False 86,205
40 12,311 11,451 860 7.0% 150 1.2% 90% False False 43,168
60 12,311 11,451 860 7.0% 133 1.1% 90% False False 28,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,775
2.618 12,568
1.618 12,441
1.000 12,362
0.618 12,314
HIGH 12,235
0.618 12,187
0.500 12,172
0.382 12,157
LOW 12,108
0.618 12,030
1.000 11,981
1.618 11,903
2.618 11,776
4.250 11,568
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 12,207 12,207
PP 12,189 12,189
S1 12,172 12,171

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

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