mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	12,558	12,650	92	0.7%	12,733
High	12,664	12,667	3	0.0%	12,803
Low	12,536	12,475	-61	-0.5%	12,399
Close	12,630	12,528	-102	-0.8%	12,501
Range	128	192	64	50.0%	404
ATR	132	136	4	3.3%	0
Volume	105	66	-39	-37.1%	446

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,133	13,022	12,634
R3	12,941	12,830	12,581
R2	12,749	12,749	12,563
R1	12,638	12,638	12,546	12,598
PP	12,557	12,557	12,557	12,536
S1	12,446	12,446	12,511	12,406
S2	12,365	12,365	12,493
S3	12,173	12,254	12,475
S4	11,981	12,062	12,423

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	12,667	12,399	268	2.1%	166	1.3%	48%	True	False	127
10	12,803	12,399	404	3.2%	142	1.1%	32%	False	False	101
20	12,803	11,970	833	6.6%	142	1.1%	67%	False	False	86

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

Fibonacci Retracements and Extensions
4.250	13,483
2.618	13,170
1.618	12,978
1.000	12,859
0.618	12,786
HIGH	12,667
0.618	12,594
0.500	12,571
0.382	12,548
LOW	12,475
0.618	12,356
1.000	12,283
1.618	12,164
2.618	11,972
4.250	11,659

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	12,571	12,571
PP	12,557	12,557
S1	12,542	12,542

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