mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 12,432 12,426 -6 0.0% 12,299
High 12,469 12,560 91 0.7% 12,468
Low 12,390 12,397 7 0.1% 12,036
Close 12,427 12,518 91 0.7% 12,434
Range 79 163 84 106.3% 432
ATR 138 140 2 1.3% 0
Volume 67,200 88,870 21,670 32.2% 418,217
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,981 12,912 12,608
R3 12,818 12,749 12,563
R2 12,655 12,655 12,548
R1 12,586 12,586 12,533 12,621
PP 12,492 12,492 12,492 12,509
S1 12,423 12,423 12,503 12,458
S2 12,329 12,329 12,488
S3 12,166 12,260 12,473
S4 12,003 12,097 12,428
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 12,560 12,090 470 3.8% 140 1.1% 91% True False 85,505
10 12,560 12,036 524 4.2% 151 1.2% 92% True False 98,906
20 12,560 12,036 524 4.2% 125 1.0% 92% True False 91,268
40 12,560 11,451 1,109 8.9% 158 1.3% 96% True False 86,450
60 12,560 11,451 1,109 8.9% 142 1.1% 96% True False 57,675
80 12,560 11,410 1,150 9.2% 130 1.0% 96% True False 43,264
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 26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,253
2.618 12,987
1.618 12,824
1.000 12,723
0.618 12,661
HIGH 12,560
0.618 12,498
0.500 12,479
0.382 12,459
LOW 12,397
0.618 12,296
1.000 12,234
1.618 12,133
2.618 11,970
4.250 11,704
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 12,505 12,504
PP 12,492 12,489
S1 12,479 12,475

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

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