mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 12,340 12,325 -15 -0.1% 12,170
High 12,377 12,405 28 0.2% 12,358
Low 12,288 12,321 33 0.3% 12,108
Close 12,327 12,357 30 0.2% 12,318
Range 89 84 -5 -5.6% 250
ATR 137 134 -4 -2.8% 0
Volume 81,198 86,707 5,509 6.8% 386,398
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,613 12,569 12,403
R3 12,529 12,485 12,380
R2 12,445 12,445 12,373
R1 12,401 12,401 12,365 12,423
PP 12,361 12,361 12,361 12,372
S1 12,317 12,317 12,349 12,339
S2 12,277 12,277 12,342
S3 12,193 12,233 12,334
S4 12,109 12,149 12,311
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 12,405 12,252 153 1.2% 80 0.6% 69% True False 77,228
10 12,405 12,003 402 3.3% 95 0.8% 88% True False 81,623
20 12,405 11,451 954 7.7% 157 1.3% 95% True False 107,614
40 12,405 11,451 954 7.7% 148 1.2% 95% True False 54,450
60 12,405 11,451 954 7.7% 132 1.1% 95% True False 36,312
80 12,405 11,293 1,112 9.0% 113 0.9% 96% True False 27,238
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 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,762
2.618 12,625
1.618 12,541
1.000 12,489
0.618 12,457
HIGH 12,405
0.618 12,373
0.500 12,363
0.382 12,353
LOW 12,321
0.618 12,269
1.000 12,237
1.618 12,185
2.618 12,101
4.250 11,964
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 12,363 12,353
PP 12,361 12,349
S1 12,359 12,346

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

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