mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 12,623 12,505 -118 -0.9% 12,733
High 12,647 12,641 -6 0.0% 12,803
Low 12,399 12,480 81 0.7% 12,399
Close 12,501 12,501 0 0.0% 12,501
Range 248 161 -87 -35.1% 404
ATR 132 134 2 1.6% 0
Volume 90 227 137 152.2% 446
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 13,024 12,923 12,590
R3 12,863 12,762 12,545
R2 12,702 12,702 12,531
R1 12,601 12,601 12,516 12,571
PP 12,541 12,541 12,541 12,526
S1 12,440 12,440 12,486 12,410
S2 12,380 12,380 12,472
S3 12,219 12,279 12,457
S4 12,058 12,118 12,413
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 13,780 13,544 12,723
R3 13,376 13,140 12,612
R2 12,972 12,972 12,575
R1 12,736 12,736 12,538 12,652
PP 12,568 12,568 12,568 12,526
S1 12,332 12,332 12,464 12,248
S2 12,164 12,164 12,427
S3 11,760 11,928 12,390
S4 11,356 11,524 12,279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,803 12,399 404 3.2% 157 1.3% 25% False False 89
10 12,803 12,324 479 3.8% 136 1.1% 37% False False 83
20 12,803 11,970 833 6.7% 139 1.1% 64% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,325
2.618 13,063
1.618 12,902
1.000 12,802
0.618 12,741
HIGH 12,641
0.618 12,580
0.500 12,561
0.382 12,542
LOW 12,480
0.618 12,381
1.000 12,319
1.618 12,220
2.618 12,059
4.250 11,796
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 12,561 12,552
PP 12,541 12,535
S1 12,521 12,518

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

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