mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 12,533 12,589 56 0.4% 12,535
High 12,615 12,603 -12 -0.1% 12,615
Low 12,505 12,459 -46 -0.4% 12,350
Close 12,591 12,466 -125 -1.0% 12,466
Range 110 144 34 30.9% 265
ATR 150 150 0 -0.3% 0
Volume 101,769 121,204 19,435 19.1% 578,185
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 12,941 12,848 12,545
R3 12,797 12,704 12,506
R2 12,653 12,653 12,493
R1 12,560 12,560 12,479 12,535
PP 12,509 12,509 12,509 12,497
S1 12,416 12,416 12,453 12,391
S2 12,365 12,365 12,440
S3 12,221 12,272 12,427
S4 12,077 12,128 12,387
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 13,272 13,134 12,612
R3 13,007 12,869 12,539
R2 12,742 12,742 12,515
R1 12,604 12,604 12,490 12,541
PP 12,477 12,477 12,477 12,445
S1 12,339 12,339 12,442 12,276
S2 12,212 12,212 12,418
S3 11,947 12,074 12,393
S4 11,682 11,809 12,320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,615 12,350 265 2.1% 144 1.2% 44% False False 115,637
10 12,740 12,350 390 3.1% 155 1.2% 30% False False 115,136
20 12,873 12,350 523 4.2% 148 1.2% 22% False False 112,301
40 12,873 12,036 837 6.7% 135 1.1% 51% False False 102,017
60 12,873 11,451 1,422 11.4% 155 1.2% 71% False False 92,485
80 12,873 11,451 1,422 11.4% 144 1.2% 71% False False 69,381
100 12,873 11,410 1,463 11.7% 132 1.1% 72% False False 55,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,215
2.618 12,980
1.618 12,836
1.000 12,747
0.618 12,692
HIGH 12,603
0.618 12,548
0.500 12,531
0.382 12,514
LOW 12,459
0.618 12,370
1.000 12,315
1.618 12,226
2.618 12,082
4.250 11,847
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 12,531 12,519
PP 12,509 12,501
S1 12,488 12,484

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

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