mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 12,520 12,365 -155 -1.2% 12,453
High 12,531 12,381 -150 -1.2% 12,543
Low 12,399 12,244 -155 -1.3% 12,285
Close 12,397 12,292 -105 -0.8% 12,397
Range 132 137 5 3.8% 258
ATR 140 141 1 0.6% 0
Volume 77 157 80 103.9% 723
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 12,717 12,641 12,367
R3 12,580 12,504 12,330
R2 12,443 12,443 12,317
R1 12,367 12,367 12,305 12,337
PP 12,306 12,306 12,306 12,290
S1 12,230 12,230 12,280 12,200
S2 12,169 12,169 12,267
S3 12,032 12,093 12,254
S4 11,895 11,956 12,217
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 12,244 299 2.4% 140 1.1% 16% False True 166
10 12,667 12,244 423 3.4% 151 1.2% 11% False True 120
20 12,803 12,244 559 4.5% 145 1.2% 9% False True 105
40 12,803 11,970 833 6.8% 129 1.0% 39% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,963
2.618 12,740
1.618 12,603
1.000 12,518
0.618 12,466
HIGH 12,381
0.618 12,329
0.500 12,313
0.382 12,296
LOW 12,244
0.618 12,159
1.000 12,107
1.618 12,022
2.618 11,885
4.250 11,662
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 12,313 12,394
PP 12,306 12,360
S1 12,299 12,326

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

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