mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 12,405 12,382 -23 -0.2% 12,552
High 12,491 12,470 -21 -0.2% 12,667
Low 12,285 12,355 70 0.6% 12,438
Close 12,367 12,463 96 0.8% 12,488
Range 206 115 -91 -44.2% 229
ATR 146 144 -2 -1.5% 0
Volume 284 228 -56 -19.7% 470
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 12,774 12,734 12,526
R3 12,659 12,619 12,495
R2 12,544 12,544 12,484
R1 12,504 12,504 12,474 12,524
PP 12,429 12,429 12,429 12,440
S1 12,389 12,389 12,453 12,409
S2 12,314 12,314 12,442
S3 12,199 12,274 12,432
S4 12,084 12,159 12,400
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 12,641 12,285 356 2.9% 163 1.3% 50% False False 142
10 12,667 12,285 382 3.1% 164 1.3% 47% False False 134
20 12,803 12,148 655 5.3% 144 1.2% 48% False False 102
40 12,803 11,850 953 7.6% 128 1.0% 64% False False 89
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,959
2.618 12,771
1.618 12,656
1.000 12,585
0.618 12,541
HIGH 12,470
0.618 12,426
0.500 12,413
0.382 12,399
LOW 12,355
0.618 12,284
1.000 12,240
1.618 12,169
2.618 12,054
4.250 11,866
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 12,446 12,446
PP 12,429 12,429
S1 12,413 12,412

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

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