mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	12,630	12,733	103	0.8%	12,372
High	12,725	12,803	78	0.6%	12,725
Low	12,618	12,667	49	0.4%	12,324
Close	12,687	12,695	8	0.1%	12,687
Range	107	136	29	27.1%	401
ATR	122	123	1	0.8%	0
Volume	185	53	-132	-71.4%	384

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,130	13,048	12,770
R3	12,994	12,912	12,733
R2	12,858	12,858	12,720
R1	12,776	12,776	12,708	12,749
PP	12,722	12,722	12,722	12,708
S1	12,640	12,640	12,683	12,613
S2	12,586	12,586	12,670
S3	12,450	12,504	12,658
S4	12,314	12,368	12,620

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,782	13,635	12,908
R3	13,381	13,234	12,797
R2	12,980	12,980	12,761
R1	12,833	12,833	12,724	12,907
PP	12,579	12,579	12,579	12,615
S1	12,432	12,432	12,650	12,506
S2	12,178	12,178	12,614
S3	11,777	12,031	12,577
S4	11,376	11,630	12,467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,803	12,329	474	3.7%	128	1.0%	77%	True	False	74
10	12,803	11,970	833	6.6%	140	1.1%	87%	True	False	83
20	12,803	11,970	833	6.6%	123	1.0%	87%	True	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,381
2.618	13,159
1.618	13,023
1.000	12,939
0.618	12,887
HIGH	12,803
0.618	12,751
0.500	12,735
0.382	12,719
LOW	12,667
0.618	12,583
1.000	12,531
1.618	12,447
2.618	12,311
4.250	12,089

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	12,735	12,688
PP	12,722	12,681
S1	12,708	12,674

Download as Excel Spreadsheet

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

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