mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 12,441 12,533 92 0.7% 12,586
High 12,553 12,615 62 0.5% 12,740
Low 12,422 12,505 83 0.7% 12,504
Close 12,532 12,591 59 0.5% 12,556
Range 131 110 -21 -16.0% 236
ATR 153 150 -3 -2.0% 0
Volume 87,861 101,769 13,908 15.8% 573,176
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 12,900 12,856 12,652
R3 12,790 12,746 12,621
R2 12,680 12,680 12,611
R1 12,636 12,636 12,601 12,658
PP 12,570 12,570 12,570 12,582
S1 12,526 12,526 12,581 12,548
S2 12,460 12,460 12,571
S3 12,350 12,416 12,561
S4 12,240 12,306 12,531
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% 156 1.2% 66% False False 116,673
10 12,740 12,350 390 3.1% 157 1.2% 62% False False 119,633
20 12,873 12,350 523 4.2% 145 1.2% 46% False False 109,601
40 12,873 12,003 870 6.9% 135 1.1% 68% False False 101,679
60 12,873 11,451 1,422 11.3% 155 1.2% 80% False False 90,467
80 12,873 11,451 1,422 11.3% 142 1.1% 80% False False 67,867
100 12,873 11,410 1,463 11.6% 131 1.0% 81% False False 54,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 13,083
2.618 12,903
1.618 12,793
1.000 12,725
0.618 12,683
HIGH 12,615
0.618 12,573
0.500 12,560
0.382 12,547
LOW 12,505
0.618 12,437
1.000 12,395
1.618 12,327
2.618 12,217
4.250 12,038
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 12,581 12,555
PP 12,570 12,519
S1 12,560 12,483

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

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