mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 12,733 12,671 -62 -0.5% 12,372
High 12,803 12,718 -85 -0.7% 12,725
Low 12,667 12,630 -37 -0.3% 12,324
Close 12,695 12,680 -15 -0.1% 12,687
Range 136 88 -48 -35.3% 401
ATR 123 121 -3 -2.1% 0
Volume 53 42 -11 -20.8% 384
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 12,940 12,898 12,729
R3 12,852 12,810 12,704
R2 12,764 12,764 12,696
R1 12,722 12,722 12,688 12,743
PP 12,676 12,676 12,676 12,687
S1 12,634 12,634 12,672 12,655
S2 12,588 12,588 12,664
S3 12,500 12,546 12,656
S4 12,412 12,458 12,632
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 12,460 343 2.7% 113 0.9% 64% False False 75
10 12,803 12,023 780 6.2% 123 1.0% 84% False False 77
20 12,803 11,970 833 6.6% 125 1.0% 85% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,092
2.618 12,949
1.618 12,861
1.000 12,806
0.618 12,773
HIGH 12,718
0.618 12,685
0.500 12,674
0.382 12,664
LOW 12,630
0.618 12,576
1.000 12,542
1.618 12,488
2.618 12,400
4.250 12,256
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 12,678 12,711
PP 12,676 12,700
S1 12,674 12,690

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

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