mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 12,671 12,656 -15 -0.1% 12,372
High 12,718 12,705 -13 -0.1% 12,725
Low 12,630 12,552 -78 -0.6% 12,324
Close 12,680 12,603 -77 -0.6% 12,687
Range 88 153 65 73.9% 401
ATR 121 123 2 1.9% 0
Volume 42 34 -8 -19.0% 384
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 13,079 12,994 12,687
R3 12,926 12,841 12,645
R2 12,773 12,773 12,631
R1 12,688 12,688 12,617 12,654
PP 12,620 12,620 12,620 12,603
S1 12,535 12,535 12,589 12,501
S2 12,467 12,467 12,575
S3 12,314 12,382 12,561
S4 12,161 12,229 12,519
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 12,544 259 2.1% 119 0.9% 23% False False 76
10 12,803 12,148 655 5.2% 124 1.0% 69% False False 69
20 12,803 11,970 833 6.6% 128 1.0% 76% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 13,355
2.618 13,106
1.618 12,953
1.000 12,858
0.618 12,800
HIGH 12,705
0.618 12,647
0.500 12,629
0.382 12,611
LOW 12,552
0.618 12,458
1.000 12,399
1.618 12,305
2.618 12,152
4.250 11,902
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 12,629 12,678
PP 12,620 12,653
S1 12,612 12,628

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

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