mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 12,201 12,234 33 0.3% 12,339
High 12,251 12,314 63 0.5% 12,391
Low 12,108 12,186 78 0.6% 12,108
Close 12,228 12,303 75 0.6% 12,303
Range 143 128 -15 -10.5% 283
ATR 132 131 0 -0.2% 0
Volume 115,990 87,644 -28,346 -24.4% 503,555
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,652 12,605 12,374
R3 12,524 12,477 12,338
R2 12,396 12,396 12,327
R1 12,349 12,349 12,315 12,373
PP 12,268 12,268 12,268 12,279
S1 12,221 12,221 12,291 12,245
S2 12,140 12,140 12,280
S3 12,012 12,093 12,268
S4 11,884 11,965 12,233
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,116 12,993 12,459
R3 12,833 12,710 12,381
R2 12,550 12,550 12,355
R1 12,427 12,427 12,329 12,347
PP 12,267 12,267 12,267 12,228
S1 12,144 12,144 12,277 12,064
S2 11,984 11,984 12,251
S3 11,701 11,861 12,225
S4 11,418 11,578 12,147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,391 12,108 283 2.3% 127 1.0% 69% False False 100,711
10 12,406 12,108 298 2.4% 112 0.9% 65% False False 93,579
20 12,406 11,802 604 4.9% 113 0.9% 83% False False 91,680
40 12,406 11,451 955 7.8% 157 1.3% 89% False False 72,132
60 12,406 11,451 955 7.8% 136 1.1% 89% False False 48,108
80 12,406 11,397 1,009 8.2% 121 1.0% 90% False False 36,086
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,858
2.618 12,649
1.618 12,521
1.000 12,442
0.618 12,393
HIGH 12,314
0.618 12,265
0.500 12,250
0.382 12,235
LOW 12,186
0.618 12,107
1.000 12,058
1.618 11,979
2.618 11,851
4.250 11,642
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 12,285 12,272
PP 12,268 12,242
S1 12,250 12,211

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

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