mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 12,191 12,380 189 1.6% 12,285
High 12,364 12,395 31 0.3% 12,319
Low 12,148 12,327 179 1.5% 12,040
Close 12,326 12,364 38 0.3% 12,231
Range 216 68 -148 -68.5% 279
ATR 129 125 -4 -3.3% 0
Volume 48 138 90 187.5% 381
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,566 12,533 12,402
R3 12,498 12,465 12,383
R2 12,430 12,430 12,377
R1 12,397 12,397 12,370 12,380
PP 12,362 12,362 12,362 12,353
S1 12,329 12,329 12,358 12,312
S2 12,294 12,294 12,352
S3 12,226 12,261 12,345
S4 12,158 12,193 12,327
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,034 12,911 12,385
R3 12,755 12,632 12,308
R2 12,476 12,476 12,282
R1 12,353 12,353 12,257 12,275
PP 12,197 12,197 12,197 12,158
S1 12,074 12,074 12,206 11,996
S2 11,918 11,918 12,180
S3 11,639 11,795 12,154
S4 11,360 11,516 12,078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,395 11,970 425 3.4% 161 1.3% 93% True False 96
10 12,395 11,970 425 3.4% 142 1.1% 93% True False 84
20 12,395 11,970 425 3.4% 114 0.9% 93% True False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 32
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 12,684
2.618 12,573
1.618 12,505
1.000 12,463
0.618 12,437
HIGH 12,395
0.618 12,369
0.500 12,361
0.382 12,353
LOW 12,327
0.618 12,285
1.000 12,259
1.618 12,217
2.618 12,149
4.250 12,038
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 12,363 12,312
PP 12,362 12,261
S1 12,361 12,209

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

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