mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	12,671	12,656	-15	-0.1%	12,372
High	12,718	12,705	-13	-0.1%	12,725
Low	12,630	12,552	-78	-0.6%	12,324
Close	12,680	12,603	-77	-0.6%	12,687
Range	88	153	65	73.9%	401
ATR	121	123	2	1.9%	0
Volume	42	34	-8	-19.0%	384

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,079	12,994	12,687
R3	12,926	12,841	12,645
R2	12,773	12,773	12,631
R1	12,688	12,688	12,617	12,654
PP	12,620	12,620	12,620	12,603
S1	12,535	12,535	12,589	12,501
S2	12,467	12,467	12,575
S3	12,314	12,382	12,561
S4	12,161	12,229	12,519

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	12,544	259	2.1%	119	0.9%	23%	False	False	76
10	12,803	12,148	655	5.2%	124	1.0%	69%	False	False	69
20	12,803	11,970	833	6.6%	128	1.0%	76%	False	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	13,355
2.618	13,106
1.618	12,953
1.000	12,858
0.618	12,800
HIGH	12,705
0.618	12,647
0.500	12,629
0.382	12,611
LOW	12,552
0.618	12,458
1.000	12,399
1.618	12,305
2.618	12,152
4.250	11,902

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	12,629	12,678
PP	12,620	12,653
S1	12,612	12,628

Download as Excel Spreadsheet

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

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