mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 12,535 12,507 -28 -0.2% 12,586
High 12,610 12,562 -48 -0.4% 12,740
Low 12,489 12,350 -139 -1.1% 12,504
Close 12,509 12,437 -72 -0.6% 12,556
Range 121 212 91 75.2% 236
ATR 150 155 4 2.9% 0
Volume 112,415 154,936 42,521 37.8% 573,176
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 13,086 12,973 12,554
R3 12,874 12,761 12,495
R2 12,662 12,662 12,476
R1 12,549 12,549 12,457 12,500
PP 12,450 12,450 12,450 12,425
S1 12,337 12,337 12,418 12,288
S2 12,238 12,238 12,398
S3 12,026 12,125 12,379
S4 11,814 11,913 12,321
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 12,350 390 3.1% 184 1.5% 22% False True 130,407
10 12,777 12,350 427 3.4% 174 1.4% 20% False True 131,017
20 12,873 12,090 783 6.3% 152 1.2% 44% False False 110,332
40 12,873 11,907 966 7.8% 134 1.1% 55% False False 101,839
60 12,873 11,451 1,422 11.4% 158 1.3% 69% False False 87,311
80 12,873 11,451 1,422 11.4% 142 1.1% 69% False False 65,498
100 12,873 11,397 1,476 11.9% 129 1.0% 70% False False 52,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,463
2.618 13,117
1.618 12,905
1.000 12,774
0.618 12,693
HIGH 12,562
0.618 12,481
0.500 12,456
0.382 12,431
LOW 12,350
0.618 12,219
1.000 12,138
1.618 12,007
2.618 11,795
4.250 11,449
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 12,456 12,532
PP 12,450 12,500
S1 12,443 12,469

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

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