mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 12,117 12,221 104 0.9% 11,808
High 12,235 12,321 86 0.7% 12,196
Low 12,108 12,212 104 0.9% 11,802
Close 12,225 12,286 61 0.5% 12,170
Range 127 109 -18 -14.2% 394
ATR 161 157 -4 -2.3% 0
Volume 91,646 65,397 -26,249 -28.6% 511,412
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,600 12,552 12,346
R3 12,491 12,443 12,316
R2 12,382 12,382 12,306
R1 12,334 12,334 12,296 12,358
PP 12,273 12,273 12,273 12,285
S1 12,225 12,225 12,276 12,249
S2 12,164 12,164 12,266
S3 12,055 12,116 12,256
S4 11,946 12,007 12,226
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 12,321 12,003 318 2.6% 110 0.9% 89% True False 86,018
10 12,321 11,451 870 7.1% 146 1.2% 96% True False 100,869
20 12,321 11,451 870 7.1% 183 1.5% 96% True False 89,462
40 12,321 11,451 870 7.1% 148 1.2% 96% True False 44,801
60 12,321 11,451 870 7.1% 133 1.1% 96% True False 29,877
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 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,784
2.618 12,606
1.618 12,497
1.000 12,430
0.618 12,388
HIGH 12,321
0.618 12,279
0.500 12,267
0.382 12,254
LOW 12,212
0.618 12,145
1.000 12,103
1.618 12,036
2.618 11,927
4.250 11,749
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 12,280 12,262
PP 12,273 12,238
S1 12,267 12,215

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

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