mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	12,453	12,405	-48	-0.4%	12,552
High	12,539	12,491	-48	-0.4%	12,667
Low	12,425	12,285	-140	-1.1%	12,438
Close	12,439	12,367	-72	-0.6%	12,488
Range	114	206	92	80.7%	229
ATR	141	146	5	3.3%	0
Volume	48	284	236	491.7%	470

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,999	12,889	12,480
R3	12,793	12,683	12,424
R2	12,587	12,587	12,405
R1	12,477	12,477	12,386	12,429
PP	12,381	12,381	12,381	12,357
S1	12,271	12,271	12,348	12,223
S2	12,175	12,175	12,329
S3	11,969	12,065	12,310
S4	11,763	11,859	12,254

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	12,285	382	3.1%	178	1.4%	21%	False	True	110
10	12,705	12,285	420	3.4%	168	1.4%	20%	False	True	115
20	12,803	12,023	780	6.3%	145	1.2%	44%	False	False	96
40	12,803	11,850	953	7.7%	126	1.0%	54%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	13,367
2.618	13,030
1.618	12,824
1.000	12,697
0.618	12,618
HIGH	12,491
0.618	12,412
0.500	12,388
0.382	12,364
LOW	12,285
0.618	12,158
1.000	12,079
1.618	11,952
2.618	11,746
4.250	11,410

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	12,388	12,463
PP	12,381	12,431
S1	12,374	12,399

Download as Excel Spreadsheet

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

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