mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 12,192 12,201 9 0.1% 12,309
High 12,287 12,251 -36 -0.3% 12,406
Low 12,169 12,108 -61 -0.5% 12,266
Close 12,199 12,228 29 0.2% 12,326
Range 118 143 25 21.2% 140
ATR 131 132 1 0.7% 0
Volume 112,586 115,990 3,404 3.0% 432,242
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,625 12,569 12,307
R3 12,482 12,426 12,267
R2 12,339 12,339 12,254
R1 12,283 12,283 12,241 12,311
PP 12,196 12,196 12,196 12,210
S1 12,140 12,140 12,215 12,168
S2 12,053 12,053 12,202
S3 11,910 11,997 12,189
S4 11,767 11,854 12,149
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 12,108 298 2.4% 130 1.1% 40% False True 102,249
10 12,406 12,108 298 2.4% 110 0.9% 40% False True 93,204
20 12,406 11,656 750 6.1% 117 1.0% 76% False False 93,172
40 12,406 11,451 955 7.8% 156 1.3% 81% False False 69,947
60 12,406 11,451 955 7.8% 136 1.1% 81% False False 46,648
80 12,406 11,387 1,019 8.3% 120 1.0% 83% False False 34,991
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,859
2.618 12,625
1.618 12,482
1.000 12,394
0.618 12,339
HIGH 12,251
0.618 12,196
0.500 12,180
0.382 12,163
LOW 12,108
0.618 12,020
1.000 11,965
1.618 11,877
2.618 11,734
4.250 11,500
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 12,212 12,225
PP 12,196 12,222
S1 12,180 12,219

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

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