mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 12,672 12,557 -115 -0.9% 12,787
High 12,720 12,713 -7 -0.1% 12,873
Low 12,467 12,547 80 0.6% 12,467
Close 12,570 12,569 -1 0.0% 12,569
Range 253 166 -87 -34.4% 406
ATR 144 145 2 1.1% 0
Volume 159,663 166,175 6,512 4.1% 677,398
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 13,108 13,004 12,660
R3 12,942 12,838 12,615
R2 12,776 12,776 12,600
R1 12,672 12,672 12,584 12,724
PP 12,610 12,610 12,610 12,636
S1 12,506 12,506 12,554 12,558
S2 12,444 12,444 12,539
S3 12,278 12,340 12,523
S4 12,112 12,174 12,478
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 13,854 13,618 12,792
R3 13,448 13,212 12,681
R2 13,042 13,042 12,644
R1 12,806 12,806 12,606 12,721
PP 12,636 12,636 12,636 12,594
S1 12,400 12,400 12,532 12,315
S2 12,230 12,230 12,495
S3 11,824 11,994 12,457
S4 11,418 11,588 12,346
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% 162 1.3% 25% False False 135,479
10 12,873 12,390 483 3.8% 142 1.1% 37% False False 109,466
20 12,873 12,036 837 6.7% 146 1.2% 64% False False 105,588
40 12,873 11,451 1,422 11.3% 149 1.2% 79% False False 107,940
60 12,873 11,451 1,422 11.3% 148 1.2% 79% False False 73,312
80 12,873 11,451 1,422 11.3% 136 1.1% 79% False False 54,994
100 12,873 11,336 1,537 12.2% 120 1.0% 80% False False 43,998
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,419
2.618 13,148
1.618 12,982
1.000 12,879
0.618 12,816
HIGH 12,713
0.618 12,650
0.500 12,630
0.382 12,611
LOW 12,547
0.618 12,445
1.000 12,381
1.618 12,279
2.618 12,113
4.250 11,842
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 12,630 12,622
PP 12,610 12,604
S1 12,589 12,587

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

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