mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	12,272	12,230	-42	-0.3%	12,453
High	12,340	12,350	10	0.1%	12,543
Low	12,250	12,157	-93	-0.8%	12,285
Close	12,258	12,282	24	0.2%	12,397
Range	90	193	103	114.4%	258
ATR	138	142	4	2.9%	0
Volume	290	157	-133	-45.9%	723

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,842	12,755	12,388
R3	12,649	12,562	12,335
R2	12,456	12,456	12,318
R1	12,369	12,369	12,300	12,413
PP	12,263	12,263	12,263	12,285
S1	12,176	12,176	12,264	12,220
S2	12,070	12,070	12,247
S3	11,877	11,983	12,229
S4	11,684	11,790	12,176

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	12,157	386	3.1%	132	1.1%	32%	False	True	153
10	12,641	12,157	484	3.9%	147	1.2%	26%	False	True	147
20	12,803	12,157	646	5.3%	145	1.2%	19%	False	True	124
40	12,803	11,970	833	6.8%	131	1.1%	37%	False	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	13,170
2.618	12,855
1.618	12,662
1.000	12,543
0.618	12,469
HIGH	12,350
0.618	12,276
0.500	12,254
0.382	12,231
LOW	12,157
0.618	12,038
1.000	11,964
1.618	11,845
2.618	11,652
4.250	11,337

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	12,273	12,278
PP	12,263	12,273
S1	12,254	12,269

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols