mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 12,140 12,204 64 0.5% 12,339
High 12,241 12,433 192 1.6% 12,391
Low 12,090 12,204 114 0.9% 12,108
Close 12,226 12,396 170 1.4% 12,303
Range 151 229 78 51.7% 283
ATR 142 148 6 4.4% 0
Volume 94,611 109,648 15,037 15.9% 503,555
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,031 12,943 12,522
R3 12,802 12,714 12,459
R2 12,573 12,573 12,438
R1 12,485 12,485 12,417 12,529
PP 12,344 12,344 12,344 12,367
S1 12,256 12,256 12,375 12,300
S2 12,115 12,115 12,354
S3 11,886 12,027 12,333
S4 11,657 11,798 12,270
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 12,433 12,036 397 3.2% 184 1.5% 91% True False 110,930
10 12,433 12,036 397 3.2% 154 1.2% 91% True False 105,891
20 12,433 12,003 430 3.5% 124 1.0% 91% True False 93,757
40 12,433 11,451 982 7.9% 160 1.3% 96% True False 80,900
60 12,433 11,451 982 7.9% 142 1.1% 96% True False 53,956
80 12,433 11,410 1,023 8.3% 127 1.0% 96% True False 40,473
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,406
2.618 13,033
1.618 12,804
1.000 12,662
0.618 12,575
HIGH 12,433
0.618 12,346
0.500 12,319
0.382 12,292
LOW 12,204
0.618 12,063
1.000 11,975
1.618 11,834
2.618 11,605
4.250 11,231
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 12,370 12,342
PP 12,344 12,288
S1 12,319 12,235

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

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