mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 12,406 12,422 16 0.1% 12,448
High 12,474 12,575 101 0.8% 12,474
Low 12,382 12,420 38 0.3% 12,227
Close 12,428 12,558 130 1.0% 12,428
Range 92 155 63 68.5% 247
ATR 143 144 1 0.6% 0
Volume 78,552 78,552 0 0.0% 536,214
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 12,983 12,925 12,643
R3 12,828 12,770 12,601
R2 12,673 12,673 12,587
R1 12,615 12,615 12,572 12,644
PP 12,518 12,518 12,518 12,532
S1 12,460 12,460 12,544 12,489
S2 12,363 12,363 12,530
S3 12,208 12,305 12,516
S4 12,053 12,150 12,473
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 12,575 12,227 348 2.8% 131 1.0% 95% True False 99,670
10 12,615 12,227 388 3.1% 140 1.1% 85% False False 108,053
20 12,790 12,227 563 4.5% 151 1.2% 59% False False 116,980
40 12,873 12,036 837 6.7% 140 1.1% 62% False False 105,370
60 12,873 11,451 1,422 11.3% 150 1.2% 78% False False 102,691
80 12,873 11,451 1,422 11.3% 145 1.2% 78% False False 77,062
100 12,873 11,451 1,422 11.3% 136 1.1% 78% False False 61,657
120 12,873 11,200 1,673 13.3% 122 1.0% 81% False False 51,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,234
2.618 12,981
1.618 12,826
1.000 12,730
0.618 12,671
HIGH 12,575
0.618 12,516
0.500 12,498
0.382 12,479
LOW 12,420
0.618 12,324
1.000 12,265
1.618 12,169
2.618 12,014
4.250 11,761
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 12,538 12,518
PP 12,518 12,478
S1 12,498 12,438

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

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