mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 12,299 12,140 -159 -1.3% 12,339
High 12,302 12,241 -61 -0.5% 12,391
Low 12,036 12,090 54 0.4% 12,108
Close 12,140 12,226 86 0.7% 12,303
Range 266 151 -115 -43.2% 283
ATR 141 142 1 0.5% 0
Volume 146,758 94,611 -52,147 -35.5% 503,555
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,639 12,583 12,309
R3 12,488 12,432 12,268
R2 12,337 12,337 12,254
R1 12,281 12,281 12,240 12,309
PP 12,186 12,186 12,186 12,200
S1 12,130 12,130 12,212 12,158
S2 12,035 12,035 12,198
S3 11,884 11,979 12,185
S4 11,733 11,828 12,143
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 12,314 12,036 278 2.3% 161 1.3% 68% False False 111,517
10 12,406 12,036 370 3.0% 139 1.1% 51% False False 103,597
20 12,406 11,907 499 4.1% 120 1.0% 64% False False 93,993
40 12,406 11,451 955 7.8% 159 1.3% 81% False False 78,163
60 12,406 11,451 955 7.8% 139 1.1% 81% False False 52,129
80 12,406 11,397 1,009 8.3% 125 1.0% 82% False False 39,102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,883
2.618 12,636
1.618 12,485
1.000 12,392
0.618 12,334
HIGH 12,241
0.618 12,183
0.500 12,166
0.382 12,148
LOW 12,090
0.618 11,997
1.000 11,939
1.618 11,846
2.618 11,695
4.250 11,448
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 12,206 12,209
PP 12,186 12,192
S1 12,166 12,175

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

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