mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 12,351 12,324 -27 -0.2% 12,535
High 12,411 12,420 9 0.1% 12,615
Low 12,319 12,227 -92 -0.7% 12,350
Close 12,327 12,351 24 0.2% 12,466
Range 92 193 101 109.8% 265
ATR 146 149 3 2.3% 0
Volume 100,985 118,960 17,975 17.8% 578,185
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 12,912 12,824 12,457
R3 12,719 12,631 12,404
R2 12,526 12,526 12,387
R1 12,438 12,438 12,369 12,482
PP 12,333 12,333 12,333 12,355
S1 12,245 12,245 12,333 12,289
S2 12,140 12,140 12,316
S3 11,947 12,052 12,298
S4 11,754 11,859 12,245
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 12,227 388 3.1% 137 1.1% 32% False True 111,866
10 12,713 12,227 486 3.9% 154 1.2% 26% False True 117,503
20 12,873 12,227 646 5.2% 150 1.2% 19% False True 117,060
40 12,873 12,036 837 6.8% 138 1.1% 38% False False 104,001
60 12,873 11,451 1,422 11.5% 153 1.2% 63% False False 98,069
80 12,873 11,451 1,422 11.5% 144 1.2% 63% False False 73,584
100 12,873 11,451 1,422 11.5% 135 1.1% 63% False False 58,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,240
2.618 12,925
1.618 12,732
1.000 12,613
0.618 12,539
HIGH 12,420
0.618 12,346
0.500 12,324
0.382 12,301
LOW 12,227
0.618 12,108
1.000 12,034
1.618 11,915
2.618 11,722
4.250 11,407
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 12,342 12,348
PP 12,333 12,344
S1 12,324 12,341

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

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