mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 12,309 12,340 31 0.3% 12,170
High 12,346 12,377 31 0.3% 12,358
Low 12,286 12,288 2 0.0% 12,108
Close 12,337 12,327 -10 -0.1% 12,318
Range 60 89 29 48.3% 250
ATR 141 137 -4 -2.6% 0
Volume 59,990 81,198 21,208 35.4% 386,398
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,598 12,551 12,376
R3 12,509 12,462 12,352
R2 12,420 12,420 12,343
R1 12,373 12,373 12,335 12,352
PP 12,331 12,331 12,331 12,320
S1 12,284 12,284 12,319 12,263
S2 12,242 12,242 12,311
S3 12,153 12,195 12,303
S4 12,064 12,106 12,278
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 12,377 12,212 165 1.3% 85 0.7% 70% True False 72,966
10 12,377 11,907 470 3.8% 101 0.8% 89% True False 84,389
20 12,377 11,451 926 7.5% 158 1.3% 95% True False 104,161
40 12,377 11,451 926 7.5% 148 1.2% 95% True False 52,283
60 12,377 11,451 926 7.5% 132 1.1% 95% True False 34,867
80 12,377 11,293 1,084 8.8% 112 0.9% 95% True False 26,154
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,755
2.618 12,610
1.618 12,521
1.000 12,466
0.618 12,432
HIGH 12,377
0.618 12,343
0.500 12,333
0.382 12,322
LOW 12,288
0.618 12,233
1.000 12,199
1.618 12,144
2.618 12,055
4.250 11,910
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 12,333 12,324
PP 12,331 12,321
S1 12,329 12,318

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

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