mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 12,288 12,263 -25 -0.2% 12,170
High 12,320 12,358 38 0.3% 12,358
Low 12,252 12,258 6 0.0% 12,108
Close 12,252 12,318 66 0.5% 12,318
Range 68 100 32 47.1% 250
ATR 151 147 -3 -2.1% 0
Volume 74,358 83,890 9,532 12.8% 386,398
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,611 12,565 12,373
R3 12,511 12,465 12,346
R2 12,411 12,411 12,336
R1 12,365 12,365 12,327 12,388
PP 12,311 12,311 12,311 12,323
S1 12,265 12,265 12,309 12,288
S2 12,211 12,211 12,300
S3 12,111 12,165 12,291
S4 12,011 12,065 12,263
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,011 12,915 12,456
R3 12,761 12,665 12,387
R2 12,511 12,511 12,364
R1 12,415 12,415 12,341 12,463
PP 12,261 12,261 12,261 12,286
S1 12,165 12,165 12,295 12,213
S2 12,011 12,011 12,272
S3 11,761 11,915 12,249
S4 11,511 11,665 12,181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,358 12,108 250 2.0% 100 0.8% 84% True False 77,279
10 12,358 11,802 556 4.5% 114 0.9% 93% True False 89,781
20 12,358 11,451 907 7.4% 169 1.4% 96% True False 97,334
40 12,358 11,451 907 7.4% 149 1.2% 96% True False 48,753
60 12,358 11,451 907 7.4% 133 1.1% 96% True False 32,514
80 12,358 11,200 1,158 9.4% 112 0.9% 97% True False 24,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,783
2.618 12,620
1.618 12,520
1.000 12,458
0.618 12,420
HIGH 12,358
0.618 12,320
0.500 12,308
0.382 12,296
LOW 12,258
0.618 12,196
1.000 12,158
1.618 12,096
2.618 11,996
4.250 11,833
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 12,315 12,307
PP 12,311 12,296
S1 12,308 12,285

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

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