mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 12,382 12,472 90 0.7% 12,552
High 12,470 12,543 73 0.6% 12,667
Low 12,355 12,436 81 0.7% 12,438
Close 12,463 12,521 58 0.5% 12,488
Range 115 107 -8 -7.0% 229
ATR 144 141 -3 -1.8% 0
Volume 228 86 -142 -62.3% 470
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 12,821 12,778 12,580
R3 12,714 12,671 12,551
R2 12,607 12,607 12,541
R1 12,564 12,564 12,531 12,586
PP 12,500 12,500 12,500 12,511
S1 12,457 12,457 12,511 12,479
S2 12,393 12,393 12,502
S3 12,286 12,350 12,492
S4 12,179 12,243 12,462
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 2.8% 149 1.2% 66% False False 141
10 12,667 12,285 382 3.1% 150 1.2% 62% False False 134
20 12,803 12,285 518 4.1% 139 1.1% 46% False False 104
40 12,803 11,946 857 6.8% 127 1.0% 67% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 39
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,998
2.618 12,823
1.618 12,716
1.000 12,650
0.618 12,609
HIGH 12,543
0.618 12,502
0.500 12,490
0.382 12,477
LOW 12,436
0.618 12,370
1.000 12,329
1.618 12,263
2.618 12,156
4.250 11,981
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 12,511 12,485
PP 12,500 12,450
S1 12,490 12,414

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

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