mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 06-May-2011

Day Change Summary
	Previous	Current
	05-May-2011	06-May-2011	Change	Change %	Previous Week
Open	12,623	12,505	-118	-0.9%	12,733
High	12,647	12,641	-6	0.0%	12,803
Low	12,399	12,480	81	0.7%	12,399
Close	12,501	12,501	0	0.0%	12,501
Range	248	161	-87	-35.1%	404
ATR	132	134	2	1.6%	0
Volume	90	227	137	152.2%	446

Daily Pivots for day following 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,024	12,923	12,590
R3	12,863	12,762	12,545
R2	12,702	12,702	12,531
R1	12,601	12,601	12,516	12,571
PP	12,541	12,541	12,541	12,526
S1	12,440	12,440	12,486	12,410
S2	12,380	12,380	12,472
S3	12,219	12,279	12,457
S4	12,058	12,118	12,413

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,780	13,544	12,723
R3	13,376	13,140	12,612
R2	12,972	12,972	12,575
R1	12,736	12,736	12,538	12,652
PP	12,568	12,568	12,568	12,526
S1	12,332	12,332	12,464	12,248
S2	12,164	12,164	12,427
S3	11,760	11,928	12,390
S4	11,356	11,524	12,279

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%	157	1.3%	25%	False	False	89
10	12,803	12,324	479	3.8%	136	1.1%	37%	False	False	83
20	12,803	11,970	833	6.7%	139	1.1%	64%	False	False	83

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,325
2.618	13,063
1.618	12,902
1.000	12,802
0.618	12,741
HIGH	12,641
0.618	12,580
0.500	12,561
0.382	12,542
LOW	12,480
0.618	12,381
1.000	12,319
1.618	12,220
2.618	12,059
4.250	11,796

Fisher Pivots for day following 06-May-2011
Pivot	1 day	3 day
R1	12,561	12,552
PP	12,541	12,535
S1	12,521	12,518

Download as Excel Spreadsheet

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

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