mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 12,204 12,400 196 1.6% 12,339
High 12,433 12,468 35 0.3% 12,391
Low 12,204 12,391 187 1.5% 12,108
Close 12,396 12,434 38 0.3% 12,303
Range 229 77 -152 -66.4% 283
ATR 148 143 -5 -3.4% 0
Volume 109,648 67,200 -42,448 -38.7% 503,555
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,662 12,625 12,476
R3 12,585 12,548 12,455
R2 12,508 12,508 12,448
R1 12,471 12,471 12,441 12,490
PP 12,431 12,431 12,431 12,440
S1 12,394 12,394 12,427 12,413
S2 12,354 12,354 12,420
S3 12,277 12,317 12,413
S4 12,200 12,240 12,392
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 12,468 12,036 432 3.5% 170 1.4% 92% True False 101,172
10 12,468 12,036 432 3.5% 150 1.2% 92% True False 101,710
20 12,468 12,036 432 3.5% 122 1.0% 92% True False 91,733
40 12,468 11,451 1,017 8.2% 158 1.3% 97% True False 82,578
60 12,468 11,451 1,017 8.2% 142 1.1% 97% True False 55,075
80 12,468 11,410 1,058 8.5% 128 1.0% 97% True False 41,313
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 12,795
2.618 12,670
1.618 12,593
1.000 12,545
0.618 12,516
HIGH 12,468
0.618 12,439
0.500 12,430
0.382 12,421
LOW 12,391
0.618 12,344
1.000 12,314
1.618 12,267
2.618 12,190
4.250 12,064
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 12,433 12,382
PP 12,431 12,331
S1 12,430 12,279

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

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