mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 05-May-2011

Day Change Summary
	Previous	Current
	04-May-2011	05-May-2011	Change	Change %	Previous Week
Open	12,656	12,623	-33	-0.3%	12,372
High	12,705	12,647	-58	-0.5%	12,725
Low	12,552	12,399	-153	-1.2%	12,324
Close	12,603	12,501	-102	-0.8%	12,687
Range	153	248	95	62.1%	401
ATR	123	132	9	7.2%	0
Volume	34	90	56	164.7%	384

Daily Pivots for day following 05-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,260	13,128	12,638
R3	13,012	12,880	12,569
R2	12,764	12,764	12,547
R1	12,632	12,632	12,524	12,574
PP	12,516	12,516	12,516	12,487
S1	12,384	12,384	12,478	12,326
S2	12,268	12,268	12,456
S3	12,020	12,136	12,433
S4	11,772	11,888	12,365

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	12,399	404	3.2%	147	1.2%	25%	False	True	80
10	12,803	12,324	479	3.8%	127	1.0%	37%	False	False	74
20	12,803	11,970	833	6.7%	137	1.1%	64%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	13,701
2.618	13,296
1.618	13,048
1.000	12,895
0.618	12,800
HIGH	12,647
0.618	12,552
0.500	12,523
0.382	12,494
LOW	12,399
0.618	12,246
1.000	12,151
1.618	11,998
2.618	11,750
4.250	11,345

Fisher Pivots for day following 05-May-2011
Pivot	1 day	3 day
R1	12,523	12,559
PP	12,516	12,539
S1	12,508	12,520

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