mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 12,765 12,750 -15 -0.1% 12,432
High 12,790 12,777 -13 -0.1% 12,796
Low 12,697 12,621 -76 -0.6% 12,390
Close 12,749 12,672 -77 -0.6% 12,756
Range 93 156 63 67.7% 406
ATR 134 135 2 1.2% 0
Volume 103,843 143,808 39,965 38.5% 417,269
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 13,158 13,071 12,758
R3 13,002 12,915 12,715
R2 12,846 12,846 12,701
R1 12,759 12,759 12,686 12,725
PP 12,690 12,690 12,690 12,673
S1 12,603 12,603 12,658 12,569
S2 12,534 12,534 12,644
S3 12,378 12,447 12,629
S4 12,222 12,291 12,586
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 12,609 264 2.1% 123 1.0% 24% False False 105,532
10 12,873 12,204 669 5.3% 131 1.0% 70% False False 94,567
20 12,873 12,036 837 6.6% 135 1.1% 76% False False 99,082
40 12,873 11,451 1,422 11.2% 146 1.2% 86% False False 101,622
60 12,873 11,451 1,422 11.2% 144 1.1% 86% False False 67,883
80 12,873 11,451 1,422 11.2% 133 1.0% 86% False False 50,921
100 12,873 11,293 1,580 12.5% 117 0.9% 87% False False 40,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 13,440
2.618 13,186
1.618 13,030
1.000 12,933
0.618 12,874
HIGH 12,777
0.618 12,718
0.500 12,699
0.382 12,681
LOW 12,621
0.618 12,525
1.000 12,465
1.618 12,369
2.618 12,213
4.250 11,958
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 12,699 12,747
PP 12,690 12,722
S1 12,681 12,697

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

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