mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 12,263 12,309 46 0.4% 12,170
High 12,358 12,346 -12 -0.1% 12,358
Low 12,258 12,286 28 0.2% 12,108
Close 12,318 12,337 19 0.2% 12,318
Range 100 60 -40 -40.0% 250
ATR 147 141 -6 -4.2% 0
Volume 83,890 59,990 -23,900 -28.5% 386,398
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,503 12,480 12,370
R3 12,443 12,420 12,354
R2 12,383 12,383 12,348
R1 12,360 12,360 12,343 12,372
PP 12,323 12,323 12,323 12,329
S1 12,300 12,300 12,332 12,312
S2 12,263 12,263 12,326
S3 12,203 12,240 12,321
S4 12,143 12,180 12,304
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% 93 0.8% 92% False False 75,056
10 12,358 11,907 451 3.7% 99 0.8% 95% False False 84,436
20 12,358 11,451 907 7.4% 162 1.3% 98% False False 100,301
40 12,358 11,451 907 7.4% 149 1.2% 98% False False 50,253
60 12,358 11,451 907 7.4% 133 1.1% 98% False False 33,514
80 12,358 11,200 1,158 9.4% 112 0.9% 98% False False 25,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 12,601
2.618 12,503
1.618 12,443
1.000 12,406
0.618 12,383
HIGH 12,346
0.618 12,323
0.500 12,316
0.382 12,309
LOW 12,286
0.618 12,249
1.000 12,226
1.618 12,189
2.618 12,129
4.250 12,031
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 12,330 12,326
PP 12,323 12,316
S1 12,316 12,305

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

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