mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 12,586 12,630 44 0.3% 12,787
High 12,677 12,736 59 0.5% 12,873
Low 12,572 12,601 29 0.2% 12,467
Close 12,631 12,700 69 0.5% 12,569
Range 105 135 30 28.6% 406
ATR 143 142 -1 -0.4% 0
Volume 105,033 83,459 -21,574 -20.5% 677,398
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 13,084 13,027 12,774
R3 12,949 12,892 12,737
R2 12,814 12,814 12,725
R1 12,757 12,757 12,713 12,786
PP 12,679 12,679 12,679 12,693
S1 12,622 12,622 12,688 12,651
S2 12,544 12,544 12,675
S3 12,409 12,487 12,663
S4 12,274 12,352 12,626
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 12,777 12,467 310 2.4% 163 1.3% 75% False False 131,627
10 12,873 12,467 406 3.2% 142 1.1% 57% False False 112,708
20 12,873 12,036 837 6.6% 146 1.2% 79% False False 105,807
40 12,873 11,451 1,422 11.2% 146 1.1% 88% False False 106,233
60 12,873 11,451 1,422 11.2% 149 1.2% 88% False False 76,451
80 12,873 11,451 1,422 11.2% 137 1.1% 88% False False 57,349
100 12,873 11,336 1,537 12.1% 122 1.0% 89% False False 45,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,310
2.618 13,090
1.618 12,955
1.000 12,871
0.618 12,820
HIGH 12,736
0.618 12,685
0.500 12,669
0.382 12,653
LOW 12,601
0.618 12,518
1.000 12,466
1.618 12,383
2.618 12,248
4.250 12,027
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 12,690 12,681
PP 12,679 12,661
S1 12,669 12,642

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

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