mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 12,557 12,586 29 0.2% 12,787
High 12,713 12,677 -36 -0.3% 12,873
Low 12,547 12,572 25 0.2% 12,467
Close 12,569 12,631 62 0.5% 12,569
Range 166 105 -61 -36.7% 406
ATR 145 143 -3 -1.8% 0
Volume 166,175 105,033 -61,142 -36.8% 677,398
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 12,942 12,891 12,689
R3 12,837 12,786 12,660
R2 12,732 12,732 12,650
R1 12,681 12,681 12,641 12,707
PP 12,627 12,627 12,627 12,639
S1 12,576 12,576 12,622 12,602
S2 12,522 12,522 12,612
S3 12,417 12,471 12,602
S4 12,312 12,366 12,573
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 12,790 12,467 323 2.6% 155 1.2% 51% False False 135,704
10 12,873 12,397 476 3.8% 145 1.1% 49% False False 113,250
20 12,873 12,036 837 6.6% 144 1.1% 71% False False 106,073
40 12,873 11,451 1,422 11.3% 146 1.2% 83% False False 107,703
60 12,873 11,451 1,422 11.3% 149 1.2% 83% False False 75,061
80 12,873 11,451 1,422 11.3% 136 1.1% 83% False False 56,306
100 12,873 11,336 1,537 12.2% 121 1.0% 84% False False 45,048
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,123
2.618 12,952
1.618 12,847
1.000 12,782
0.618 12,742
HIGH 12,677
0.618 12,637
0.500 12,625
0.382 12,612
LOW 12,572
0.618 12,507
1.000 12,467
1.618 12,402
2.618 12,297
4.250 12,126
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 12,629 12,619
PP 12,627 12,606
S1 12,625 12,594

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

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