mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 12,400 12,432 32 0.3% 12,299
High 12,468 12,469 1 0.0% 12,468
Low 12,391 12,390 -1 0.0% 12,036
Close 12,434 12,427 -7 -0.1% 12,434
Range 77 79 2 2.6% 432
ATR 143 138 -5 -3.2% 0
Volume 67,200 67,200 0 0.0% 418,217
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,666 12,625 12,471
R3 12,587 12,546 12,449
R2 12,508 12,508 12,442
R1 12,467 12,467 12,434 12,448
PP 12,429 12,429 12,429 12,419
S1 12,388 12,388 12,420 12,369
S2 12,350 12,350 12,413
S3 12,271 12,309 12,405
S4 12,192 12,230 12,384
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,609 13,453 12,672
R3 13,177 13,021 12,553
R2 12,745 12,745 12,513
R1 12,589 12,589 12,474 12,667
PP 12,313 12,313 12,313 12,352
S1 12,157 12,157 12,395 12,235
S2 11,881 11,881 12,355
S3 11,449 11,725 12,315
S4 11,017 11,293 12,197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,469 12,036 433 3.5% 161 1.3% 90% True False 97,083
10 12,469 12,036 433 3.5% 144 1.2% 90% True False 98,897
20 12,469 12,036 433 3.5% 121 1.0% 90% True False 90,380
40 12,469 11,451 1,018 8.2% 158 1.3% 96% True False 84,255
60 12,469 11,451 1,018 8.2% 142 1.1% 96% True False 56,194
80 12,469 11,410 1,059 8.5% 129 1.0% 96% True False 42,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,805
2.618 12,676
1.618 12,597
1.000 12,548
0.618 12,518
HIGH 12,469
0.618 12,439
0.500 12,430
0.382 12,420
LOW 12,390
0.618 12,341
1.000 12,311
1.618 12,262
2.618 12,183
4.250 12,054
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 12,430 12,397
PP 12,429 12,367
S1 12,428 12,337

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

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