mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 12,359 12,406 47 0.4% 12,448
High 12,424 12,474 50 0.4% 12,474
Low 12,300 12,382 82 0.7% 12,227
Close 12,409 12,428 19 0.2% 12,428
Range 124 92 -32 -25.8% 247
ATR 147 143 -4 -2.7% 0
Volume 121,304 78,552 -42,752 -35.2% 536,214
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 12,704 12,658 12,479
R3 12,612 12,566 12,453
R2 12,520 12,520 12,445
R1 12,474 12,474 12,437 12,497
PP 12,428 12,428 12,428 12,440
S1 12,382 12,382 12,420 12,405
S2 12,336 12,336 12,411
S3 12,244 12,290 12,403
S4 12,152 12,198 12,378
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 13,117 13,020 12,564
R3 12,870 12,773 12,496
R2 12,623 12,623 12,473
R1 12,526 12,526 12,451 12,451
PP 12,376 12,376 12,376 12,339
S1 12,279 12,279 12,405 12,204
S2 12,129 12,129 12,383
S3 11,882 12,032 12,360
S4 11,635 11,785 12,292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,474 12,227 247 2.0% 129 1.0% 81% True False 107,242
10 12,615 12,227 388 3.1% 136 1.1% 52% False False 111,439
20 12,873 12,227 646 5.2% 150 1.2% 31% False False 118,248
40 12,873 12,036 837 6.7% 139 1.1% 47% False False 105,503
60 12,873 11,451 1,422 11.4% 151 1.2% 69% False False 101,387
80 12,873 11,451 1,422 11.4% 144 1.2% 69% False False 76,080
100 12,873 11,451 1,422 11.4% 136 1.1% 69% False False 60,871
120 12,873 11,200 1,673 13.5% 121 1.0% 73% False False 50,728
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 38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,865
2.618 12,715
1.618 12,623
1.000 12,566
0.618 12,531
HIGH 12,474
0.618 12,439
0.500 12,428
0.382 12,417
LOW 12,382
0.618 12,325
1.000 12,290
1.618 12,233
2.618 12,141
4.250 11,991
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 12,428 12,402
PP 12,428 12,376
S1 12,428 12,351

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

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