mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 12,046 11,883 -163 -1.4% 12,059
High 12,058 11,942 -116 -1.0% 12,108
Low 11,854 11,848 -6 -0.1% 11,854
Close 11,873 11,885 12 0.1% 11,873
Range 204 94 -110 -53.9% 254
ATR 144 140 -4 -2.5% 0
Volume 94,561 120,331 25,770 27.3% 142,378
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,174 12,123 11,937
R3 12,080 12,029 11,911
R2 11,986 11,986 11,902
R1 11,935 11,935 11,894 11,961
PP 11,892 11,892 11,892 11,904
S1 11,841 11,841 11,877 11,867
S2 11,798 11,798 11,868
S3 11,704 11,747 11,859
S4 11,610 11,653 11,833
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,707 12,544 12,013
R3 12,453 12,290 11,943
R2 12,199 12,199 11,920
R1 12,036 12,036 11,896 11,991
PP 11,945 11,945 11,945 11,922
S1 11,782 11,782 11,850 11,737
S2 11,691 11,691 11,827
S3 11,437 11,528 11,803
S4 11,183 11,274 11,733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,108 11,848 260 2.2% 130 1.1% 14% False True 52,456
10 12,522 11,848 674 5.7% 147 1.2% 5% False True 26,421
20 12,543 11,848 695 5.8% 138 1.2% 5% False True 13,300
40 12,803 11,848 955 8.0% 143 1.2% 4% False True 6,694
60 12,803 11,704 1,099 9.2% 130 1.1% 16% False False 4,484
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 3 trading days
Fibonacci Retracements and Extensions
4.250 12,342
2.618 12,188
1.618 12,094
1.000 12,036
0.618 12,000
HIGH 11,942
0.618 11,906
0.500 11,895
0.382 11,884
LOW 11,848
0.618 11,790
1.000 11,754
1.618 11,696
2.618 11,602
4.250 11,449
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 11,895 11,978
PP 11,892 11,947
S1 11,888 11,916

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

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