mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 12,673 12,535 -138 -1.1% 12,586
High 12,713 12,610 -103 -0.8% 12,740
Low 12,507 12,489 -18 -0.1% 12,504
Close 12,556 12,509 -47 -0.4% 12,556
Range 206 121 -85 -41.3% 236
ATR 153 150 -2 -1.5% 0
Volume 126,384 112,415 -13,969 -11.1% 573,176
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 12,899 12,825 12,576
R3 12,778 12,704 12,542
R2 12,657 12,657 12,531
R1 12,583 12,583 12,520 12,560
PP 12,536 12,536 12,536 12,524
S1 12,462 12,462 12,498 12,439
S2 12,415 12,415 12,487
S3 12,294 12,341 12,476
S4 12,173 12,220 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 12,489 251 2.0% 169 1.3% 8% False True 116,111
10 12,790 12,467 323 2.6% 162 1.3% 13% False False 125,908
20 12,873 12,036 837 6.7% 155 1.2% 57% False False 109,923
40 12,873 11,802 1,071 8.6% 134 1.1% 66% False False 100,802
60 12,873 11,451 1,422 11.4% 156 1.2% 74% False False 84,729
80 12,873 11,451 1,422 11.4% 141 1.1% 74% False False 63,562
100 12,873 11,397 1,476 11.8% 128 1.0% 75% False False 50,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,124
2.618 12,927
1.618 12,806
1.000 12,731
0.618 12,685
HIGH 12,610
0.618 12,564
0.500 12,550
0.382 12,535
LOW 12,489
0.618 12,414
1.000 12,368
1.618 12,293
2.618 12,172
4.250 11,975
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 12,550 12,601
PP 12,536 12,570
S1 12,523 12,540

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

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