mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 12,372 12,360 -12 -0.1% 12,225
High 12,397 12,489 92 0.7% 12,395
Low 12,324 12,329 5 0.0% 11,970
Close 12,358 12,449 91 0.7% 12,364
Range 73 160 87 119.2% 425
ATR 121 124 3 2.3% 0
Volume 66 38 -28 -42.4% 393
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 12,902 12,836 12,537
R3 12,742 12,676 12,493
R2 12,582 12,582 12,478
R1 12,516 12,516 12,464 12,549
PP 12,422 12,422 12,422 12,439
S1 12,356 12,356 12,434 12,389
S2 12,262 12,262 12,420
S3 12,102 12,196 12,405
S4 11,942 12,036 12,361
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,518 13,366 12,598
R3 13,093 12,941 12,481
R2 12,668 12,668 12,442
R1 12,516 12,516 12,403 12,592
PP 12,243 12,243 12,243 12,281
S1 12,091 12,091 12,325 12,167
S2 11,818 11,818 12,286
S3 11,393 11,666 12,247
S4 10,968 11,241 12,130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,489 12,023 466 3.7% 133 1.1% 91% True False 79
10 12,489 11,970 519 4.2% 144 1.2% 92% True False 75
20 12,489 11,970 519 4.2% 117 0.9% 92% True False 86
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 32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,169
2.618 12,908
1.618 12,748
1.000 12,649
0.618 12,588
HIGH 12,489
0.618 12,428
0.500 12,409
0.382 12,390
LOW 12,329
0.618 12,230
1.000 12,169
1.618 12,070
2.618 11,910
4.250 11,649
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 12,436 12,435
PP 12,422 12,421
S1 12,409 12,407

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

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