mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 21-Apr-2011

Day Change Summary
	Previous	Current
	20-Apr-2011	21-Apr-2011	Change	Change %	Previous Week
Open	12,191	12,380	189	1.6%	12,285
High	12,364	12,395	31	0.3%	12,319
Low	12,148	12,327	179	1.5%	12,040
Close	12,326	12,364	38	0.3%	12,231
Range	216	68	-148	-68.5%	279
ATR	129	125	-4	-3.3%	0
Volume	48	138	90	187.5%	381

Daily Pivots for day following 21-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,566	12,533	12,402
R3	12,498	12,465	12,383
R2	12,430	12,430	12,377
R1	12,397	12,397	12,370	12,380
PP	12,362	12,362	12,362	12,353
S1	12,329	12,329	12,358	12,312
S2	12,294	12,294	12,352
S3	12,226	12,261	12,345
S4	12,158	12,193	12,327

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	12,395	11,970	425	3.4%	161	1.3%	93%	True	False	96
10	12,395	11,970	425	3.4%	142	1.1%	93%	True	False	84
20	12,395	11,970	425	3.4%	114	0.9%	93%	True	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	12,684
2.618	12,573
1.618	12,505
1.000	12,463
0.618	12,437
HIGH	12,395
0.618	12,369
0.500	12,361
0.382	12,353
LOW	12,327
0.618	12,285
1.000	12,259
1.618	12,217
2.618	12,149
4.250	12,038

Fisher Pivots for day following 21-Apr-2011
Pivot	1 day	3 day
R1	12,363	12,312
PP	12,362	12,261
S1	12,361	12,209

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