mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 12,787 12,765 -22 -0.2% 12,432
High 12,873 12,790 -83 -0.6% 12,796
Low 12,732 12,697 -35 -0.3% 12,390
Close 12,764 12,749 -15 -0.1% 12,756
Range 141 93 -48 -34.0% 406
ATR 137 134 -3 -2.3% 0
Volume 103,909 103,843 -66 -0.1% 417,269
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 13,024 12,980 12,800
R3 12,931 12,887 12,775
R2 12,838 12,838 12,766
R1 12,794 12,794 12,758 12,770
PP 12,745 12,745 12,745 12,733
S1 12,701 12,701 12,741 12,677
S2 12,652 12,652 12,732
S3 12,559 12,608 12,724
S4 12,466 12,515 12,698
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 12,514 359 2.8% 120 0.9% 65% False False 93,790
10 12,873 12,090 783 6.1% 130 1.0% 84% False False 89,648
20 12,873 12,036 837 6.6% 132 1.0% 85% False False 95,952
40 12,873 11,451 1,422 11.2% 147 1.2% 91% False False 98,126
60 12,873 11,451 1,422 11.2% 143 1.1% 91% False False 65,486
80 12,873 11,451 1,422 11.2% 133 1.0% 91% False False 49,123
100 12,873 11,200 1,673 13.1% 116 0.9% 93% False False 39,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 13,185
2.618 13,034
1.618 12,941
1.000 12,883
0.618 12,848
HIGH 12,790
0.618 12,755
0.500 12,744
0.382 12,733
LOW 12,697
0.618 12,640
1.000 12,604
1.618 12,547
2.618 12,454
4.250 12,302
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 12,747 12,781
PP 12,745 12,770
S1 12,744 12,760

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

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