mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 12,750 12,672 -78 -0.6% 12,432
High 12,777 12,720 -57 -0.4% 12,796
Low 12,621 12,467 -154 -1.2% 12,390
Close 12,672 12,570 -102 -0.8% 12,756
Range 156 253 97 62.2% 406
ATR 135 144 8 6.2% 0
Volume 143,808 159,663 15,855 11.0% 417,269
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 13,345 13,210 12,709
R3 13,092 12,957 12,640
R2 12,839 12,839 12,617
R1 12,704 12,704 12,593 12,645
PP 12,586 12,586 12,586 12,556
S1 12,451 12,451 12,547 12,392
S2 12,333 12,333 12,524
S3 12,080 12,198 12,501
S4 11,827 11,945 12,431
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 12,467 406 3.2% 150 1.2% 25% False True 117,926
10 12,873 12,390 483 3.8% 133 1.1% 37% False False 99,569
20 12,873 12,036 837 6.7% 143 1.1% 64% False False 102,730
40 12,873 11,451 1,422 11.3% 150 1.2% 79% False False 105,172
60 12,873 11,451 1,422 11.3% 147 1.2% 79% False False 70,543
80 12,873 11,451 1,422 11.3% 135 1.1% 79% False False 52,916
100 12,873 11,293 1,580 12.6% 119 0.9% 81% False False 42,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,795
2.618 13,382
1.618 13,129
1.000 12,973
0.618 12,876
HIGH 12,720
0.618 12,623
0.500 12,594
0.382 12,564
LOW 12,467
0.618 12,311
1.000 12,214
1.618 12,058
2.618 11,805
4.250 11,392
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 12,594 12,629
PP 12,586 12,609
S1 12,578 12,590

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

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