mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 12,597 12,673 76 0.6% 12,586
High 12,687 12,713 26 0.2% 12,740
Low 12,504 12,507 3 0.0% 12,504
Close 12,672 12,556 -116 -0.9% 12,556
Range 183 206 23 12.6% 236
ATR 149 153 4 2.8% 0
Volume 134,107 126,384 -7,723 -5.8% 573,176
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 13,210 13,089 12,669
R3 13,004 12,883 12,613
R2 12,798 12,798 12,594
R1 12,677 12,677 12,575 12,635
PP 12,592 12,592 12,592 12,571
S1 12,471 12,471 12,537 12,429
S2 12,386 12,386 12,518
S3 12,180 12,265 12,499
S4 11,974 12,059 12,443
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 13,308 13,168 12,686
R3 13,072 12,932 12,621
R2 12,836 12,836 12,599
R1 12,696 12,696 12,578 12,648
PP 12,600 12,600 12,600 12,576
S1 12,460 12,460 12,534 12,412
S2 12,364 12,364 12,513
S3 12,128 12,224 12,491
S4 11,892 11,988 12,426
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% 166 1.3% 22% False False 114,635
10 12,873 12,467 406 3.2% 164 1.3% 22% False False 125,057
20 12,873 12,036 837 6.7% 155 1.2% 62% False False 108,685
40 12,873 11,656 1,217 9.7% 136 1.1% 74% False False 100,928
60 12,873 11,451 1,422 11.3% 155 1.2% 78% False False 82,859
80 12,873 11,451 1,422 11.3% 141 1.1% 78% False False 62,157
100 12,873 11,387 1,486 11.8% 127 1.0% 79% False False 49,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,589
2.618 13,252
1.618 13,046
1.000 12,919
0.618 12,840
HIGH 12,713
0.618 12,634
0.500 12,610
0.382 12,586
LOW 12,507
0.618 12,380
1.000 12,301
1.618 12,174
2.618 11,968
4.250 11,632
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 12,610 12,622
PP 12,592 12,600
S1 12,574 12,578

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

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