mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 12,650 12,499 -151 -1.2% 12,733
High 12,667 12,616 -51 -0.4% 12,803
Low 12,475 12,438 -37 -0.3% 12,399
Close 12,528 12,604 76 0.6% 12,501
Range 192 178 -14 -7.3% 404
ATR 136 139 3 2.2% 0
Volume 66 93 27 40.9% 446
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 13,087 13,023 12,702
R3 12,909 12,845 12,653
R2 12,731 12,731 12,637
R1 12,667 12,667 12,620 12,699
PP 12,553 12,553 12,553 12,569
S1 12,489 12,489 12,588 12,521
S2 12,375 12,375 12,571
S3 12,197 12,311 12,555
S4 12,019 12,133 12,506
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 12,667 12,438 229 1.8% 152 1.2% 72% False True 127
10 12,803 12,399 404 3.2% 149 1.2% 51% False False 104
20 12,803 11,970 833 6.6% 145 1.2% 76% False False 88
40 12,803 11,414 1,389 11.0% 126 1.0% 86% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,373
2.618 13,082
1.618 12,904
1.000 12,794
0.618 12,726
HIGH 12,616
0.618 12,548
0.500 12,527
0.382 12,506
LOW 12,438
0.618 12,328
1.000 12,260
1.618 12,150
2.618 11,972
4.250 11,682
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 12,578 12,587
PP 12,553 12,570
S1 12,527 12,553

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

View Archives - Comment on this page... - Back to Index of Symbols