mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 12,110 12,140 30 0.2% 12,285
High 12,178 12,240 62 0.5% 12,319
Low 12,040 12,120 80 0.7% 12,040
Close 12,159 12,231 72 0.6% 12,231
Range 138 120 -18 -13.0% 279
ATR 109 110 1 0.7% 0
Volume 40 89 49 122.5% 381
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,557 12,514 12,297
R3 12,437 12,394 12,264
R2 12,317 12,317 12,253
R1 12,274 12,274 12,242 12,296
PP 12,197 12,197 12,197 12,208
S1 12,154 12,154 12,220 12,176
S2 12,077 12,077 12,209
S3 11,957 12,034 12,198
S4 11,837 11,914 12,165
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,034 12,911 12,385
R3 12,755 12,632 12,308
R2 12,476 12,476 12,282
R1 12,353 12,353 12,257 12,275
PP 12,197 12,197 12,197 12,158
S1 12,074 12,074 12,206 11,996
S2 11,918 11,918 12,180
S3 11,639 11,795 12,154
S4 11,360 11,516 12,078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,319 12,040 279 2.3% 121 1.0% 68% False False 76
10 12,335 12,040 295 2.4% 106 0.9% 65% False False 87
20 12,335 11,740 595 4.9% 104 0.9% 83% False 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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,750
2.618 12,554
1.618 12,434
1.000 12,360
0.618 12,314
HIGH 12,240
0.618 12,194
0.500 12,180
0.382 12,166
LOW 12,120
0.618 12,046
1.000 12,000
1.618 11,926
2.618 11,806
4.250 11,610
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 12,214 12,201
PP 12,197 12,170
S1 12,180 12,140

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

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