mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 12,324 12,359 35 0.3% 12,535
High 12,420 12,424 4 0.0% 12,615
Low 12,227 12,300 73 0.6% 12,350
Close 12,351 12,409 58 0.5% 12,466
Range 193 124 -69 -35.8% 265
ATR 149 147 -2 -1.2% 0
Volume 118,960 121,304 2,344 2.0% 578,185
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 12,750 12,703 12,477
R3 12,626 12,579 12,443
R2 12,502 12,502 12,432
R1 12,455 12,455 12,420 12,479
PP 12,378 12,378 12,378 12,389
S1 12,331 12,331 12,398 12,355
S2 12,254 12,254 12,386
S3 12,130 12,207 12,375
S4 12,006 12,083 12,341
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 12,603 12,227 376 3.0% 140 1.1% 48% False False 115,773
10 12,713 12,227 486 3.9% 148 1.2% 37% False False 116,223
20 12,873 12,227 646 5.2% 151 1.2% 28% False False 118,241
40 12,873 12,036 837 6.7% 138 1.1% 45% False False 105,398
60 12,873 11,451 1,422 11.5% 153 1.2% 67% False False 100,086
80 12,873 11,451 1,422 11.5% 143 1.2% 67% False False 75,100
100 12,873 11,451 1,422 11.5% 135 1.1% 67% False False 60,086
Crabel Price Patterns
NR True
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 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,951
2.618 12,749
1.618 12,625
1.000 12,548
0.618 12,501
HIGH 12,424
0.618 12,377
0.500 12,362
0.382 12,347
LOW 12,300
0.618 12,223
1.000 12,176
1.618 12,099
2.618 11,975
4.250 11,773
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 12,393 12,381
PP 12,378 12,353
S1 12,362 12,326

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

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