mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 10-May-2011

Day Change Summary
	Previous	Current
	09-May-2011	10-May-2011	Change	Change %	Previous Week
Open	12,552	12,558	6	0.0%	12,733
High	12,606	12,664	58	0.5%	12,803
Low	12,506	12,536	30	0.2%	12,399
Close	12,562	12,630	68	0.5%	12,501
Range	100	128	28	28.0%	404
ATR	132	132	0	-0.2%	0
Volume	147	105	-42	-28.6%	446

Daily Pivots for day following 10-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,994	12,940	12,701
R3	12,866	12,812	12,665
R2	12,738	12,738	12,654
R1	12,684	12,684	12,642	12,711
PP	12,610	12,610	12,610	12,624
S1	12,556	12,556	12,618	12,583
S2	12,482	12,482	12,607
S3	12,354	12,428	12,595
S4	12,226	12,300	12,560

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	12,705	12,399	306	2.4%	158	1.3%	75%	False	False	120
10	12,803	12,399	404	3.2%	136	1.1%	57%	False	False	97
20	12,803	11,970	833	6.6%	140	1.1%	79%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,208
2.618	12,999
1.618	12,871
1.000	12,792
0.618	12,743
HIGH	12,664
0.618	12,615
0.500	12,600
0.382	12,585
LOW	12,536
0.618	12,457
1.000	12,408
1.618	12,329
2.618	12,201
4.250	11,992

Fisher Pivots for day following 10-May-2011
Pivot	1 day	3 day
R1	12,620	12,611
PP	12,610	12,591
S1	12,600	12,572

Download as Excel Spreadsheet

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

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