mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 12,507 12,441 -66 -0.5% 12,586
High 12,562 12,553 -9 -0.1% 12,740
Low 12,350 12,422 72 0.6% 12,504
Close 12,437 12,532 95 0.8% 12,556
Range 212 131 -81 -38.2% 236
ATR 155 153 -2 -1.1% 0
Volume 154,936 87,861 -67,075 -43.3% 573,176
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 12,895 12,845 12,604
R3 12,764 12,714 12,568
R2 12,633 12,633 12,556
R1 12,583 12,583 12,544 12,608
PP 12,502 12,502 12,502 12,515
S1 12,452 12,452 12,520 12,477
S2 12,371 12,371 12,508
S3 12,240 12,321 12,496
S4 12,109 12,190 12,460
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 12,713 12,350 363 2.9% 171 1.4% 50% False False 123,140
10 12,740 12,350 390 3.1% 171 1.4% 47% False False 125,422
20 12,873 12,204 669 5.3% 151 1.2% 49% False False 109,995
40 12,873 11,907 966 7.7% 136 1.1% 65% False False 101,994
60 12,873 11,451 1,422 11.3% 157 1.2% 76% False False 88,773
80 12,873 11,451 1,422 11.3% 142 1.1% 76% False False 66,596
100 12,873 11,397 1,476 11.8% 130 1.0% 77% False False 53,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,110
2.618 12,896
1.618 12,765
1.000 12,684
0.618 12,634
HIGH 12,553
0.618 12,503
0.500 12,488
0.382 12,472
LOW 12,422
0.618 12,341
1.000 12,291
1.618 12,210
2.618 12,079
4.250 11,865
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 12,517 12,515
PP 12,502 12,497
S1 12,488 12,480

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

View Archives - Comment on this page... - Back to Index of Symbols