mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	12,271	12,278	7	0.1%	12,125
High	12,275	12,309	34	0.3%	12,287
Low	12,223	12,227	4	0.0%	12,048
Close	12,268	12,260	-8	-0.1%	12,250
Range	52	82	30	57.7%	239
ATR	106	104	-2	-1.6%	0
Volume	116	49	-67	-57.8%	408

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,511	12,468	12,305
R3	12,429	12,386	12,283
R2	12,347	12,347	12,275
R1	12,304	12,304	12,268	12,285
PP	12,265	12,265	12,265	12,256
S1	12,222	12,222	12,253	12,203
S2	12,183	12,183	12,245
S3	12,101	12,140	12,238
S4	12,019	12,058	12,215

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	12,309	12,145	164	1.3%	76	0.6%	70%	True	False	89
10	12,309	11,850	459	3.7%	92	0.7%	89%	True	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,658
2.618	12,524
1.618	12,442
1.000	12,391
0.618	12,360
HIGH	12,309
0.618	12,278
0.500	12,268
0.382	12,258
LOW	12,227
0.618	12,176
1.000	12,145
1.618	12,094
2.618	12,012
4.250	11,879

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	12,268	12,259
PP	12,265	12,257
S1	12,263	12,256

Download as Excel Spreadsheet

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

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