mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	12,472	12,520	48	0.4%	12,453
High	12,543	12,531	-12	-0.1%	12,543
Low	12,436	12,399	-37	-0.3%	12,285
Close	12,521	12,397	-124	-1.0%	12,397
Range	107	132	25	23.4%	258
ATR	141	140	-1	-0.5%	0
Volume	86	77	-9	-10.5%	723

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,838	12,750	12,470
R3	12,706	12,618	12,433
R2	12,574	12,574	12,421
R1	12,486	12,486	12,409	12,464
PP	12,442	12,442	12,442	12,432
S1	12,354	12,354	12,385	12,332
S2	12,310	12,310	12,373
S3	12,178	12,222	12,361
S4	12,046	12,090	12,325

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,182	13,048	12,539
R3	12,924	12,790	12,468
R2	12,666	12,666	12,444
R1	12,532	12,532	12,421	12,470
PP	12,408	12,408	12,408	12,378
S1	12,274	12,274	12,373	12,212
S2	12,150	12,150	12,350
S3	11,892	12,016	12,326
S4	11,634	11,758	12,255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,543	12,285	258	2.1%	135	1.1%	43%	False	False	144
10	12,667	12,285	382	3.1%	147	1.2%	29%	False	False	119
20	12,803	12,285	518	4.2%	142	1.1%	22%	False	False	101
40	12,803	11,970	833	6.7%	128	1.0%	51%	False	False	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,092
2.618	12,877
1.618	12,745
1.000	12,663
0.618	12,613
HIGH	12,531
0.618	12,481
0.500	12,465
0.382	12,450
LOW	12,399
0.618	12,318
1.000	12,267
1.618	12,186
2.618	12,054
4.250	11,838

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	12,465	12,449
PP	12,442	12,432
S1	12,420	12,414

Download as Excel Spreadsheet

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

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