mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 12,426 12,524 98 0.8% 12,299
High 12,560 12,658 98 0.8% 12,468
Low 12,397 12,514 117 0.9% 12,036
Close 12,518 12,641 123 1.0% 12,434
Range 163 144 -19 -11.7% 432
ATR 140 140 0 0.2% 0
Volume 88,870 85,098 -3,772 -4.2% 418,217
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,036 12,983 12,720
R3 12,892 12,839 12,681
R2 12,748 12,748 12,668
R1 12,695 12,695 12,654 12,722
PP 12,604 12,604 12,604 12,618
S1 12,551 12,551 12,628 12,578
S2 12,460 12,460 12,615
S3 12,316 12,407 12,602
S4 12,172 12,263 12,562
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 12,658 12,204 454 3.6% 139 1.1% 96% True False 83,603
10 12,658 12,036 622 4.9% 150 1.2% 97% True False 97,560
20 12,658 12,036 622 4.9% 126 1.0% 97% True False 90,941
40 12,658 11,451 1,207 9.5% 155 1.2% 99% True False 88,573
60 12,658 11,451 1,207 9.5% 142 1.1% 99% True False 59,092
80 12,658 11,451 1,207 9.5% 131 1.0% 99% True False 44,327
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,270
2.618 13,035
1.618 12,891
1.000 12,802
0.618 12,747
HIGH 12,658
0.618 12,603
0.500 12,586
0.382 12,569
LOW 12,514
0.618 12,425
1.000 12,370
1.618 12,281
2.618 12,137
4.250 11,902
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 12,623 12,602
PP 12,604 12,563
S1 12,586 12,524

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

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