mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 12,589 12,448 -141 -1.1% 12,535
High 12,603 12,455 -148 -1.2% 12,615
Low 12,459 12,311 -148 -1.2% 12,350
Close 12,466 12,362 -104 -0.8% 12,466
Range 144 144 0 0.0% 265
ATR 150 150 0 0.3% 0
Volume 121,204 116,413 -4,791 -4.0% 578,185
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 12,808 12,729 12,441
R3 12,664 12,585 12,402
R2 12,520 12,520 12,389
R1 12,441 12,441 12,375 12,409
PP 12,376 12,376 12,376 12,360
S1 12,297 12,297 12,349 12,265
S2 12,232 12,232 12,336
S3 12,088 12,153 12,323
S4 11,944 12,009 12,283
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 12,311 304 2.5% 148 1.2% 17% False True 116,436
10 12,740 12,311 429 3.5% 159 1.3% 12% False True 116,274
20 12,873 12,311 562 4.5% 152 1.2% 9% False True 114,762
40 12,873 12,036 837 6.8% 136 1.1% 39% False False 102,571
60 12,873 11,451 1,422 11.5% 156 1.3% 64% False False 94,424
80 12,873 11,451 1,422 11.5% 145 1.2% 64% False False 70,836
100 12,873 11,410 1,463 11.8% 133 1.1% 65% False False 56,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 36
Fibonacci Retracements and Extensions
4.250 13,067
2.618 12,832
1.618 12,688
1.000 12,599
0.618 12,544
HIGH 12,455
0.618 12,400
0.500 12,383
0.382 12,366
LOW 12,311
0.618 12,222
1.000 12,167
1.618 12,078
2.618 11,934
4.250 11,699
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 12,383 12,463
PP 12,376 12,429
S1 12,369 12,396

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

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