mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 12,708 12,787 79 0.6% 12,432
High 12,796 12,873 77 0.6% 12,796
Low 12,688 12,732 44 0.3% 12,390
Close 12,756 12,764 8 0.1% 12,756
Range 108 141 33 30.6% 406
ATR 136 137 0 0.2% 0
Volume 78,409 103,909 25,500 32.5% 417,269
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 13,213 13,129 12,842
R3 13,072 12,988 12,803
R2 12,931 12,931 12,790
R1 12,847 12,847 12,777 12,819
PP 12,790 12,790 12,790 12,775
S1 12,706 12,706 12,751 12,678
S2 12,649 12,649 12,738
S3 12,508 12,565 12,725
S4 12,367 12,424 12,687
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,865 13,717 12,979
R3 13,459 13,311 12,868
R2 13,053 13,053 12,831
R1 12,905 12,905 12,793 12,979
PP 12,647 12,647 12,647 12,685
S1 12,499 12,499 12,719 12,573
S2 12,241 12,241 12,682
S3 11,835 12,093 12,644
S4 11,429 11,687 12,533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,873 12,397 476 3.7% 134 1.1% 77% True False 90,795
10 12,873 12,036 837 6.6% 147 1.2% 87% True False 93,939
20 12,873 12,036 837 6.6% 130 1.0% 87% True False 93,759
40 12,873 11,451 1,422 11.1% 150 1.2% 92% True False 95,547
60 12,873 11,451 1,422 11.1% 142 1.1% 92% True False 63,755
80 12,873 11,451 1,422 11.1% 132 1.0% 92% True False 47,826
100 12,873 11,200 1,673 13.1% 116 0.9% 93% True False 38,264
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 25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,472
2.618 13,242
1.618 13,101
1.000 13,014
0.618 12,960
HIGH 12,873
0.618 12,819
0.500 12,803
0.382 12,786
LOW 12,732
0.618 12,645
1.000 12,591
1.618 12,504
2.618 12,363
4.250 12,133
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 12,803 12,756
PP 12,790 12,749
S1 12,777 12,741

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

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