mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 12,630 12,733 103 0.8% 12,372
High 12,725 12,803 78 0.6% 12,725
Low 12,618 12,667 49 0.4% 12,324
Close 12,687 12,695 8 0.1% 12,687
Range 107 136 29 27.1% 401
ATR 122 123 1 0.8% 0
Volume 185 53 -132 -71.4% 384
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 13,130 13,048 12,770
R3 12,994 12,912 12,733
R2 12,858 12,858 12,720
R1 12,776 12,776 12,708 12,749
PP 12,722 12,722 12,722 12,708
S1 12,640 12,640 12,683 12,613
S2 12,586 12,586 12,670
S3 12,450 12,504 12,658
S4 12,314 12,368 12,620
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 13,782 13,635 12,908
R3 13,381 13,234 12,797
R2 12,980 12,980 12,761
R1 12,833 12,833 12,724 12,907
PP 12,579 12,579 12,579 12,615
S1 12,432 12,432 12,650 12,506
S2 12,178 12,178 12,614
S3 11,777 12,031 12,577
S4 11,376 11,630 12,467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,803 12,329 474 3.7% 128 1.0% 77% True False 74
10 12,803 11,970 833 6.6% 140 1.1% 87% True False 83
20 12,803 11,970 833 6.6% 123 1.0% 87% True False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,381
2.618 13,159
1.618 13,023
1.000 12,939
0.618 12,887
HIGH 12,803
0.618 12,751
0.500 12,735
0.382 12,719
LOW 12,667
0.618 12,583
1.000 12,531
1.618 12,447
2.618 12,311
4.250 12,089
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 12,735 12,688
PP 12,722 12,681
S1 12,708 12,674

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

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