mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 12,704 12,597 -107 -0.8% 12,787
High 12,740 12,687 -53 -0.4% 12,873
Low 12,542 12,504 -38 -0.3% 12,467
Close 12,597 12,672 75 0.6% 12,569
Range 198 183 -15 -7.6% 406
ATR 146 149 3 1.8% 0
Volume 124,193 134,107 9,914 8.0% 677,398
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 13,170 13,104 12,773
R3 12,987 12,921 12,722
R2 12,804 12,804 12,706
R1 12,738 12,738 12,689 12,771
PP 12,621 12,621 12,621 12,638
S1 12,555 12,555 12,655 12,588
S2 12,438 12,438 12,639
S3 12,255 12,372 12,622
S4 12,072 12,189 12,571
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 12,504 236 1.9% 158 1.2% 71% False True 122,593
10 12,873 12,467 406 3.2% 154 1.2% 50% False False 120,259
20 12,873 12,036 837 6.6% 152 1.2% 76% False False 108,165
40 12,873 11,451 1,422 11.2% 138 1.1% 86% False False 101,560
60 12,873 11,451 1,422 11.2% 153 1.2% 86% False False 80,754
80 12,873 11,451 1,422 11.2% 139 1.1% 86% False False 60,577
100 12,873 11,336 1,537 12.1% 125 1.0% 87% False False 48,466
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,465
2.618 13,166
1.618 12,983
1.000 12,870
0.618 12,800
HIGH 12,687
0.618 12,617
0.500 12,596
0.382 12,574
LOW 12,504
0.618 12,391
1.000 12,321
1.618 12,208
2.618 12,025
4.250 11,726
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 12,647 12,655
PP 12,621 12,639
S1 12,596 12,622

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

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