mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 12,360 12,469 109 0.9% 12,225
High 12,489 12,584 95 0.8% 12,395
Low 12,329 12,460 131 1.1% 11,970
Close 12,449 12,571 122 1.0% 12,364
Range 160 124 -36 -22.5% 425
ATR 124 125 1 0.6% 0
Volume 38 25 -13 -34.2% 393
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,910 12,865 12,639
R3 12,786 12,741 12,605
R2 12,662 12,662 12,594
R1 12,617 12,617 12,582 12,640
PP 12,538 12,538 12,538 12,550
S1 12,493 12,493 12,560 12,516
S2 12,414 12,414 12,548
S3 12,290 12,369 12,537
S4 12,166 12,245 12,503
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,518 13,366 12,598
R3 13,093 12,941 12,481
R2 12,668 12,668 12,442
R1 12,516 12,516 12,403 12,592
PP 12,243 12,243 12,243 12,281
S1 12,091 12,091 12,325 12,167
S2 11,818 11,818 12,286
S3 11,393 11,666 12,247
S4 10,968 11,241 12,130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,584 12,148 436 3.5% 128 1.0% 97% True False 63
10 12,584 11,970 614 4.9% 142 1.1% 98% True False 70
20 12,584 11,970 614 4.9% 117 0.9% 98% True False 83
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,111
2.618 12,909
1.618 12,785
1.000 12,708
0.618 12,661
HIGH 12,584
0.618 12,537
0.500 12,522
0.382 12,507
LOW 12,460
0.618 12,383
1.000 12,336
1.618 12,259
2.618 12,135
4.250 11,933
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 12,555 12,532
PP 12,538 12,493
S1 12,522 12,454

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

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