mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 12,278 12,271 -7 -0.1% 12,125
High 12,309 12,335 26 0.2% 12,287
Low 12,227 12,258 31 0.3% 12,048
Close 12,260 12,289 29 0.2% 12,250
Range 82 77 -5 -6.1% 239
ATR 104 102 -2 -1.8% 0
Volume 49 72 23 46.9% 408
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,525 12,484 12,331
R3 12,448 12,407 12,310
R2 12,371 12,371 12,303
R1 12,330 12,330 12,296 12,351
PP 12,294 12,294 12,294 12,304
S1 12,253 12,253 12,282 12,274
S2 12,217 12,217 12,275
S3 12,140 12,176 12,268
S4 12,063 12,099 12,247
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,912 12,820 12,382
R3 12,673 12,581 12,316
R2 12,434 12,434 12,294
R1 12,342 12,342 12,272 12,388
PP 12,195 12,195 12,195 12,218
S1 12,103 12,103 12,228 12,149
S2 11,956 11,956 12,206
S3 11,717 11,864 12,184
S4 11,478 11,625 12,119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,335 12,195 140 1.1% 70 0.6% 67% True False 84
10 12,335 11,946 389 3.2% 86 0.7% 88% True False 69
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,662
2.618 12,537
1.618 12,460
1.000 12,412
0.618 12,383
HIGH 12,335
0.618 12,306
0.500 12,297
0.382 12,288
LOW 12,258
0.618 12,211
1.000 12,181
1.618 12,134
2.618 12,057
4.250 11,931
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 12,297 12,286
PP 12,294 12,282
S1 12,292 12,279

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

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