mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 09-May-2011

Day Change Summary
	Previous	Current
	06-May-2011	09-May-2011	Change	Change %	Previous Week
Open	12,505	12,552	47	0.4%	12,733
High	12,641	12,606	-35	-0.3%	12,803
Low	12,480	12,506	26	0.2%	12,399
Close	12,501	12,562	61	0.5%	12,501
Range	161	100	-61	-37.9%	404
ATR	134	132	-2	-1.6%	0
Volume	227	147	-80	-35.2%	446

Daily Pivots for day following 09-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,858	12,810	12,617
R3	12,758	12,710	12,590
R2	12,658	12,658	12,580
R1	12,610	12,610	12,571	12,634
PP	12,558	12,558	12,558	12,570
S1	12,510	12,510	12,553	12,534
S2	12,458	12,458	12,544
S3	12,358	12,410	12,535
S4	12,258	12,310	12,507

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	12,718	12,399	319	2.5%	150	1.2%	51%	False	False	108
10	12,803	12,329	474	3.8%	139	1.1%	49%	False	False	91
20	12,803	11,970	833	6.6%	138	1.1%	71%	False	False	87

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,031
2.618	12,868
1.618	12,768
1.000	12,706
0.618	12,668
HIGH	12,606
0.618	12,568
0.500	12,556
0.382	12,544
LOW	12,506
0.618	12,444
1.000	12,406
1.618	12,344
2.618	12,244
4.250	12,081

Fisher Pivots for day following 09-May-2011
Pivot	1 day	3 day
R1	12,560	12,549
PP	12,558	12,536
S1	12,556	12,523

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