mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 12,499 12,596 97 0.8% 12,552
High 12,616 12,641 25 0.2% 12,667
Low 12,438 12,441 3 0.0% 12,438
Close 12,604 12,488 -116 -0.9% 12,488
Range 178 200 22 12.4% 229
ATR 139 143 4 3.1% 0
Volume 93 59 -34 -36.6% 470
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 13,123 13,006 12,598
R3 12,923 12,806 12,543
R2 12,723 12,723 12,525
R1 12,606 12,606 12,506 12,565
PP 12,523 12,523 12,523 12,503
S1 12,406 12,406 12,470 12,365
S2 12,323 12,323 12,451
S3 12,123 12,206 12,433
S4 11,923 12,006 12,378
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 13,218 13,082 12,614
R3 12,989 12,853 12,551
R2 12,760 12,760 12,530
R1 12,624 12,624 12,509 12,578
PP 12,531 12,531 12,531 12,508
S1 12,395 12,395 12,467 12,349
S2 12,302 12,302 12,446
S3 12,073 12,166 12,425
S4 11,844 11,937 12,362
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% 160 1.3% 22% False False 94
10 12,803 12,399 404 3.2% 159 1.3% 22% False False 91
20 12,803 11,970 833 6.7% 148 1.2% 62% False False 89
40 12,803 11,704 1,099 8.8% 125 1.0% 71% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,491
2.618 13,165
1.618 12,965
1.000 12,841
0.618 12,765
HIGH 12,641
0.618 12,565
0.500 12,541
0.382 12,518
LOW 12,441
0.618 12,318
1.000 12,241
1.618 12,118
2.618 11,918
4.250 11,591
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 12,541 12,553
PP 12,523 12,531
S1 12,506 12,510

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

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