mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 26-Apr-2011

Day Change Summary
	Previous	Current
	25-Apr-2011	26-Apr-2011	Change	Change %	Previous Week
Open	12,372	12,360	-12	-0.1%	12,225
High	12,397	12,489	92	0.7%	12,395
Low	12,324	12,329	5	0.0%	11,970
Close	12,358	12,449	91	0.7%	12,364
Range	73	160	87	119.2%	425
ATR	121	124	3	2.3%	0
Volume	66	38	-28	-42.4%	393

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,902	12,836	12,537
R3	12,742	12,676	12,493
R2	12,582	12,582	12,478
R1	12,516	12,516	12,464	12,549
PP	12,422	12,422	12,422	12,439
S1	12,356	12,356	12,434	12,389
S2	12,262	12,262	12,420
S3	12,102	12,196	12,405
S4	11,942	12,036	12,361

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,518	13,366	12,598
R3	13,093	12,941	12,481
R2	12,668	12,668	12,442
R1	12,516	12,516	12,403	12,592
PP	12,243	12,243	12,243	12,281
S1	12,091	12,091	12,325	12,167
S2	11,818	11,818	12,286
S3	11,393	11,666	12,247
S4	10,968	11,241	12,130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,489	12,023	466	3.7%	133	1.1%	91%	True	False	79
10	12,489	11,970	519	4.2%	144	1.2%	92%	True	False	75
20	12,489	11,970	519	4.2%	117	0.9%	92%	True	False	86

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	32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,169
2.618	12,908
1.618	12,748
1.000	12,649
0.618	12,588
HIGH	12,489
0.618	12,428
0.500	12,409
0.382	12,390
LOW	12,329
0.618	12,230
1.000	12,169
1.618	12,070
2.618	11,910
4.250	11,649

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	12,436	12,435
PP	12,422	12,421
S1	12,409	12,407

Download as Excel Spreadsheet

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

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