mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 12,469 12,575 106 0.9% 12,225
High 12,584 12,654 70 0.6% 12,395
Low 12,460 12,544 84 0.7% 11,970
Close 12,571 12,639 68 0.5% 12,364
Range 124 110 -14 -11.3% 425
ATR 125 124 -1 -0.8% 0
Volume 25 70 45 180.0% 393
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,942 12,901 12,700
R3 12,832 12,791 12,669
R2 12,722 12,722 12,659
R1 12,681 12,681 12,649 12,702
PP 12,612 12,612 12,612 12,623
S1 12,571 12,571 12,629 12,592
S2 12,502 12,502 12,619
S3 12,392 12,461 12,609
S4 12,282 12,351 12,579
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 12,654 12,324 330 2.6% 107 0.8% 95% True False 67
10 12,654 11,970 684 5.4% 141 1.1% 98% True False 72
20 12,654 11,970 684 5.4% 118 0.9% 98% True False 82
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,122
2.618 12,942
1.618 12,832
1.000 12,764
0.618 12,722
HIGH 12,654
0.618 12,612
0.500 12,599
0.382 12,586
LOW 12,544
0.618 12,476
1.000 12,434
1.618 12,366
2.618 12,256
4.250 12,077
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 12,626 12,590
PP 12,612 12,541
S1 12,599 12,492

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

View Archives - Comment on this page... - Back to Index of Symbols