mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 12,012 11,841 -171 -1.4% 12,059
High 12,013 11,921 -92 -0.8% 12,108
Low 11,791 11,767 -24 -0.2% 11,854
Close 11,831 11,899 68 0.6% 11,873
Range 222 154 -68 -30.6% 254
ATR 148 149 0 0.3% 0
Volume 188,290 167,367 -20,923 -11.1% 142,378
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,324 12,266 11,984
R3 12,170 12,112 11,941
R2 12,016 12,016 11,927
R1 11,958 11,958 11,913 11,987
PP 11,862 11,862 11,862 11,877
S1 11,804 11,804 11,885 11,833
S2 11,708 11,708 11,871
S3 11,554 11,650 11,857
S4 11,400 11,496 11,814
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 12,058 11,767 291 2.4% 169 1.4% 45% False True 139,552
10 12,180 11,767 413 3.5% 144 1.2% 32% False True 74,575
20 12,543 11,767 776 6.5% 144 1.2% 17% False True 37,415
40 12,803 11,767 1,036 8.7% 144 1.2% 13% False True 18,759
60 12,803 11,767 1,036 8.7% 133 1.1% 13% False True 12,531
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 21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,576
2.618 12,324
1.618 12,170
1.000 12,075
0.618 12,016
HIGH 11,921
0.618 11,862
0.500 11,844
0.382 11,826
LOW 11,767
0.618 11,672
1.000 11,613
1.618 11,518
2.618 11,364
4.250 11,113
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 11,881 11,909
PP 11,862 11,905
S1 11,844 11,902

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

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