mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	12,378	12,492	114	0.9%	12,365
High	12,503	12,522	19	0.2%	12,402
Low	12,371	12,197	-174	-1.4%	12,157
Close	12,489	12,206	-283	-2.3%	12,359
Range	132	325	193	146.2%	245
ATR	137	150	13	9.8%	0
Volume	768	268	-500	-65.1%	1,067

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,283	13,070	12,385
R3	12,958	12,745	12,296
R2	12,633	12,633	12,266
R1	12,420	12,420	12,236	12,364
PP	12,308	12,308	12,308	12,281
S1	12,095	12,095	12,176	12,039
S2	11,983	11,983	12,147
S3	11,658	11,770	12,117
S4	11,333	11,445	12,027

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	12,522	12,157	365	3.0%	172	1.4%	13%	True	False	331
10	12,543	12,157	386	3.2%	144	1.2%	13%	False	False	249
20	12,705	12,157	548	4.5%	156	1.3%	9%	False	False	182
40	12,803	11,970	833	6.8%	140	1.1%	28%	False	False	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	13,903
2.618	13,373
1.618	13,048
1.000	12,847
0.618	12,723
HIGH	12,522
0.618	12,398
0.500	12,360
0.382	12,321
LOW	12,197
0.618	11,996
1.000	11,872
1.618	11,671
2.618	11,346
4.250	10,816

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	12,360	12,360
PP	12,308	12,308
S1	12,257	12,257

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