mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 12,552 12,558 6 0.0% 12,733
High 12,606 12,664 58 0.5% 12,803
Low 12,506 12,536 30 0.2% 12,399
Close 12,562 12,630 68 0.5% 12,501
Range 100 128 28 28.0% 404
ATR 132 132 0 -0.2% 0
Volume 147 105 -42 -28.6% 446
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 12,994 12,940 12,701
R3 12,866 12,812 12,665
R2 12,738 12,738 12,654
R1 12,684 12,684 12,642 12,711
PP 12,610 12,610 12,610 12,624
S1 12,556 12,556 12,618 12,583
S2 12,482 12,482 12,607
S3 12,354 12,428 12,595
S4 12,226 12,300 12,560
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 13,780 13,544 12,723
R3 13,376 13,140 12,612
R2 12,972 12,972 12,575
R1 12,736 12,736 12,538 12,652
PP 12,568 12,568 12,568 12,526
S1 12,332 12,332 12,464 12,248
S2 12,164 12,164 12,427
S3 11,760 11,928 12,390
S4 11,356 11,524 12,279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,705 12,399 306 2.4% 158 1.3% 75% False False 120
10 12,803 12,399 404 3.2% 136 1.1% 57% False False 97
20 12,803 11,970 833 6.6% 140 1.1% 79% False 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 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,208
2.618 12,999
1.618 12,871
1.000 12,792
0.618 12,743
HIGH 12,664
0.618 12,615
0.500 12,600
0.382 12,585
LOW 12,536
0.618 12,457
1.000 12,408
1.618 12,329
2.618 12,201
4.250 11,992
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 12,620 12,611
PP 12,610 12,591
S1 12,600 12,572

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

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