mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 12,360 12,350 -10 -0.1% 12,309
High 12,388 12,406 18 0.1% 12,406
Low 12,273 12,266 -7 -0.1% 12,266
Close 12,351 12,326 -25 -0.2% 12,326
Range 115 140 25 21.7% 140
ATR 132 133 1 0.4% 0
Volume 109,012 95,335 -13,677 -12.5% 432,242
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,753 12,679 12,403
R3 12,613 12,539 12,365
R2 12,473 12,473 12,352
R1 12,399 12,399 12,339 12,366
PP 12,333 12,333 12,333 12,316
S1 12,259 12,259 12,313 12,226
S2 12,193 12,193 12,300
S3 12,053 12,119 12,288
S4 11,913 11,979 12,249
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,753 12,679 12,403
R3 12,613 12,539 12,365
R2 12,473 12,473 12,352
R1 12,399 12,399 12,339 12,436
PP 12,333 12,333 12,333 12,351
S1 12,259 12,259 12,313 12,296
S2 12,193 12,193 12,300
S3 12,053 12,119 12,288
S4 11,913 11,979 12,249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,406 12,266 140 1.1% 98 0.8% 43% True True 86,448
10 12,406 12,108 298 2.4% 99 0.8% 73% True False 81,864
20 12,406 11,451 955 7.7% 148 1.2% 92% True False 109,333
40 12,406 11,451 955 7.7% 151 1.2% 92% True False 59,555
60 12,406 11,451 955 7.7% 133 1.1% 92% True False 39,717
80 12,406 11,336 1,070 8.7% 115 0.9% 93% True False 29,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,001
2.618 12,773
1.618 12,633
1.000 12,546
0.618 12,493
HIGH 12,406
0.618 12,353
0.500 12,336
0.382 12,320
LOW 12,266
0.618 12,180
1.000 12,126
1.618 12,040
2.618 11,900
4.250 11,671
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 12,336 12,336
PP 12,333 12,333
S1 12,329 12,329

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

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