mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 12,140 12,225 85 0.7% 12,285
High 12,240 12,226 -14 -0.1% 12,319
Low 12,120 11,970 -150 -1.2% 12,040
Close 12,231 12,072 -159 -1.3% 12,231
Range 120 256 136 113.3% 279
ATR 110 121 11 9.8% 0
Volume 89 102 13 14.6% 381
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,857 12,721 12,213
R3 12,601 12,465 12,143
R2 12,345 12,345 12,119
R1 12,209 12,209 12,096 12,149
PP 12,089 12,089 12,089 12,060
S1 11,953 11,953 12,049 11,893
S2 11,833 11,833 12,025
S3 11,577 11,697 12,002
S4 11,321 11,441 11,931
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 12,253 11,970 283 2.3% 155 1.3% 36% False True 72
10 12,335 11,970 365 3.0% 126 1.0% 28% False True 86
20 12,335 11,850 485 4.0% 107 0.9% 46% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 13,314
2.618 12,896
1.618 12,640
1.000 12,482
0.618 12,384
HIGH 12,226
0.618 12,128
0.500 12,098
0.382 12,068
LOW 11,970
0.618 11,812
1.000 11,714
1.618 11,556
2.618 11,300
4.250 10,882
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 12,098 12,105
PP 12,089 12,094
S1 12,081 12,083

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

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