mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 12,524 12,643 119 1.0% 12,299
High 12,658 12,724 66 0.5% 12,468
Low 12,514 12,609 95 0.8% 12,036
Close 12,641 12,708 67 0.5% 12,434
Range 144 115 -29 -20.1% 432
ATR 140 139 -2 -1.3% 0
Volume 85,098 97,692 12,594 14.8% 418,217
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,025 12,982 12,771
R3 12,910 12,867 12,740
R2 12,795 12,795 12,729
R1 12,752 12,752 12,719 12,774
PP 12,680 12,680 12,680 12,691
S1 12,637 12,637 12,698 12,659
S2 12,565 12,565 12,687
S3 12,450 12,522 12,677
S4 12,335 12,407 12,645
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 12,724 12,390 334 2.6% 116 0.9% 95% True False 81,212
10 12,724 12,036 688 5.4% 150 1.2% 98% True False 96,071
20 12,724 12,036 688 5.4% 126 1.0% 98% True False 92,556
40 12,724 11,451 1,273 10.0% 154 1.2% 99% True False 91,009
60 12,724 11,451 1,273 10.0% 141 1.1% 99% True False 60,719
80 12,724 11,451 1,273 10.0% 132 1.0% 99% True False 45,547
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,213
2.618 13,025
1.618 12,910
1.000 12,839
0.618 12,795
HIGH 12,724
0.618 12,680
0.500 12,667
0.382 12,653
LOW 12,609
0.618 12,538
1.000 12,494
1.618 12,423
2.618 12,308
4.250 12,120
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 12,694 12,659
PP 12,680 12,610
S1 12,667 12,561

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

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