mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 12,630 12,704 74 0.6% 12,787
High 12,736 12,740 4 0.0% 12,873
Low 12,601 12,542 -59 -0.5% 12,467
Close 12,700 12,597 -103 -0.8% 12,569
Range 135 198 63 46.7% 406
ATR 142 146 4 2.8% 0
Volume 83,459 124,193 40,734 48.8% 677,398
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 13,220 13,107 12,706
R3 13,022 12,909 12,652
R2 12,824 12,824 12,633
R1 12,711 12,711 12,615 12,669
PP 12,626 12,626 12,626 12,605
S1 12,513 12,513 12,579 12,471
S2 12,428 12,428 12,561
S3 12,230 12,315 12,543
S4 12,032 12,117 12,488
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 12,740 12,467 273 2.2% 172 1.4% 48% True False 127,704
10 12,873 12,467 406 3.2% 147 1.2% 32% False False 116,618
20 12,873 12,036 837 6.6% 149 1.2% 67% False False 107,089
40 12,873 11,451 1,422 11.3% 142 1.1% 81% False False 104,324
60 12,873 11,451 1,422 11.3% 151 1.2% 81% False False 78,520
80 12,873 11,451 1,422 11.3% 138 1.1% 81% False False 58,901
100 12,873 11,336 1,537 12.2% 123 1.0% 82% False False 47,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,582
2.618 13,258
1.618 13,060
1.000 12,938
0.618 12,862
HIGH 12,740
0.618 12,664
0.500 12,641
0.382 12,618
LOW 12,542
0.618 12,420
1.000 12,344
1.618 12,222
2.618 12,024
4.250 11,701
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 12,641 12,641
PP 12,626 12,626
S1 12,612 12,612

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

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