mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 12,448 12,351 -97 -0.8% 12,535
High 12,455 12,411 -44 -0.4% 12,615
Low 12,311 12,319 8 0.1% 12,350
Close 12,362 12,327 -35 -0.3% 12,466
Range 144 92 -52 -36.1% 265
ATR 150 146 -4 -2.8% 0
Volume 116,413 100,985 -15,428 -13.3% 578,185
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 12,628 12,570 12,378
R3 12,536 12,478 12,352
R2 12,444 12,444 12,344
R1 12,386 12,386 12,336 12,369
PP 12,352 12,352 12,352 12,344
S1 12,294 12,294 12,319 12,277
S2 12,260 12,260 12,310
S3 12,168 12,202 12,302
S4 12,076 12,110 12,277
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% 124 1.0% 5% False False 105,646
10 12,740 12,311 429 3.5% 154 1.3% 4% False False 118,026
20 12,873 12,311 562 4.6% 148 1.2% 3% False False 115,367
40 12,873 12,036 837 6.8% 136 1.1% 35% False False 103,318
60 12,873 11,451 1,422 11.5% 155 1.3% 62% False False 96,089
80 12,873 11,451 1,422 11.5% 143 1.2% 62% False False 72,098
100 12,873 11,410 1,463 11.9% 134 1.1% 63% False False 57,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 12,802
2.618 12,652
1.618 12,560
1.000 12,503
0.618 12,468
HIGH 12,411
0.618 12,376
0.500 12,365
0.382 12,354
LOW 12,319
0.618 12,262
1.000 12,227
1.618 12,170
2.618 12,078
4.250 11,928
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 12,365 12,457
PP 12,352 12,414
S1 12,340 12,370

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

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