mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 12,339 12,321 -18 -0.1% 12,309
High 12,391 12,329 -62 -0.5% 12,406
Low 12,297 12,177 -120 -1.0% 12,266
Close 12,321 12,193 -128 -1.0% 12,326
Range 94 152 58 61.7% 140
ATR 130 132 2 1.2% 0
Volume 88,781 98,554 9,773 11.0% 432,242
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,689 12,593 12,277
R3 12,537 12,441 12,235
R2 12,385 12,385 12,221
R1 12,289 12,289 12,207 12,261
PP 12,233 12,233 12,233 12,219
S1 12,137 12,137 12,179 12,109
S2 12,081 12,081 12,165
S3 11,929 11,985 12,151
S4 11,777 11,833 12,110
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 12,177 229 1.9% 117 1.0% 7% False True 95,677
10 12,406 12,177 229 1.9% 101 0.8% 7% False True 84,322
20 12,406 11,451 955 7.8% 136 1.1% 78% False False 101,559
40 12,406 11,451 955 7.8% 152 1.2% 78% False False 64,236
60 12,406 11,451 955 7.8% 135 1.1% 78% False False 42,838
80 12,406 11,336 1,070 8.8% 117 1.0% 80% False False 32,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 12,975
2.618 12,727
1.618 12,575
1.000 12,481
0.618 12,423
HIGH 12,329
0.618 12,271
0.500 12,253
0.382 12,235
LOW 12,177
0.618 12,083
1.000 12,025
1.618 11,931
2.618 11,779
4.250 11,531
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 12,253 12,292
PP 12,233 12,259
S1 12,213 12,226

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

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