mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 12,350 12,378 28 0.2% 12,365
High 12,402 12,503 101 0.8% 12,402
Low 12,314 12,371 57 0.5% 12,157
Close 12,359 12,489 130 1.1% 12,359
Range 88 132 44 50.0% 245
ATR 136 137 1 0.4% 0
Volume 229 768 539 235.4% 1,067
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 12,850 12,802 12,562
R3 12,718 12,670 12,525
R2 12,586 12,586 12,513
R1 12,538 12,538 12,501 12,562
PP 12,454 12,454 12,454 12,467
S1 12,406 12,406 12,477 12,430
S2 12,322 12,322 12,465
S3 12,190 12,274 12,453
S4 12,058 12,142 12,417
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 13,041 12,945 12,494
R3 12,796 12,700 12,427
R2 12,551 12,551 12,404
R1 12,455 12,455 12,382 12,381
PP 12,306 12,306 12,306 12,269
S1 12,210 12,210 12,337 12,136
S2 12,061 12,061 12,314
S3 11,816 11,965 12,292
S4 11,571 11,720 12,224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,503 12,157 346 2.8% 125 1.0% 96% True False 335
10 12,543 12,157 386 3.1% 132 1.1% 86% False False 251
20 12,718 12,157 561 4.5% 144 1.2% 59% False False 171
40 12,803 11,970 833 6.7% 134 1.1% 62% False False 128
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 35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,064
2.618 12,849
1.618 12,717
1.000 12,635
0.618 12,585
HIGH 12,503
0.618 12,453
0.500 12,437
0.382 12,422
LOW 12,371
0.618 12,290
1.000 12,239
1.618 12,158
2.618 12,026
4.250 11,810
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 12,472 12,449
PP 12,454 12,408
S1 12,437 12,368

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

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