mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 12,234 12,299 65 0.5% 12,339
High 12,314 12,302 -12 -0.1% 12,391
Low 12,186 12,036 -150 -1.2% 12,108
Close 12,303 12,140 -163 -1.3% 12,303
Range 128 266 138 107.8% 283
ATR 131 141 10 7.4% 0
Volume 87,644 146,758 59,114 67.4% 503,555
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,957 12,815 12,286
R3 12,691 12,549 12,213
R2 12,425 12,425 12,189
R1 12,283 12,283 12,165 12,221
PP 12,159 12,159 12,159 12,129
S1 12,017 12,017 12,116 11,955
S2 11,893 11,893 12,091
S3 11,627 11,751 12,067
S4 11,361 11,485 11,994
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 12,329 12,036 293 2.4% 162 1.3% 35% False True 112,306
10 12,406 12,036 370 3.0% 133 1.1% 28% False True 102,256
20 12,406 11,907 499 4.1% 116 1.0% 47% False False 93,346
40 12,406 11,451 955 7.9% 161 1.3% 72% False False 75,800
60 12,406 11,451 955 7.9% 139 1.1% 72% False False 50,553
80 12,406 11,397 1,009 8.3% 124 1.0% 74% False False 37,920
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 30
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 13,433
2.618 12,999
1.618 12,733
1.000 12,568
0.618 12,467
HIGH 12,302
0.618 12,201
0.500 12,169
0.382 12,138
LOW 12,036
0.618 11,872
1.000 11,770
1.618 11,606
2.618 11,340
4.250 10,906
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 12,169 12,175
PP 12,159 12,163
S1 12,150 12,152

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

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