mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 12-May-2011

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	12,650	12,499	-151	-1.2%	12,733
High	12,667	12,616	-51	-0.4%	12,803
Low	12,475	12,438	-37	-0.3%	12,399
Close	12,528	12,604	76	0.6%	12,501
Range	192	178	-14	-7.3%	404
ATR	136	139	3	2.2%	0
Volume	66	93	27	40.9%	446

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,087	13,023	12,702
R3	12,909	12,845	12,653
R2	12,731	12,731	12,637
R1	12,667	12,667	12,620	12,699
PP	12,553	12,553	12,553	12,569
S1	12,489	12,489	12,588	12,521
S2	12,375	12,375	12,571
S3	12,197	12,311	12,555
S4	12,019	12,133	12,506

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	12,438	229	1.8%	152	1.2%	72%	False	True	127
10	12,803	12,399	404	3.2%	149	1.2%	51%	False	False	104
20	12,803	11,970	833	6.6%	145	1.2%	76%	False	False	88
40	12,803	11,414	1,389	11.0%	126	1.0%	86%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,373
2.618	13,082
1.618	12,904
1.000	12,794
0.618	12,726
HIGH	12,616
0.618	12,548
0.500	12,527
0.382	12,506
LOW	12,438
0.618	12,328
1.000	12,260
1.618	12,150
2.618	11,972
4.250	11,682

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	12,578	12,587
PP	12,553	12,570
S1	12,527	12,553

Download as Excel Spreadsheet

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

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