mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 12,365 12,272 -93 -0.8% 12,453
High 12,381 12,340 -41 -0.3% 12,543
Low 12,244 12,250 6 0.0% 12,285
Close 12,292 12,258 -34 -0.3% 12,397
Range 137 90 -47 -34.3% 258
ATR 141 138 -4 -2.6% 0
Volume 157 290 133 84.7% 723
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 12,553 12,495 12,308
R3 12,463 12,405 12,283
R2 12,373 12,373 12,275
R1 12,315 12,315 12,266 12,299
PP 12,283 12,283 12,283 12,275
S1 12,225 12,225 12,250 12,209
S2 12,193 12,193 12,242
S3 12,103 12,135 12,233
S4 12,013 12,045 12,209
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% 116 0.9% 5% False False 167
10 12,667 12,244 423 3.5% 147 1.2% 3% False False 138
20 12,803 12,244 559 4.6% 141 1.2% 3% False False 118
40 12,803 11,970 833 6.8% 129 1.1% 35% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 12,723
2.618 12,576
1.618 12,486
1.000 12,430
0.618 12,396
HIGH 12,340
0.618 12,306
0.500 12,295
0.382 12,285
LOW 12,250
0.618 12,195
1.000 12,160
1.618 12,105
2.618 12,015
4.250 11,868
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 12,295 12,388
PP 12,283 12,344
S1 12,270 12,301

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

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