mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 12,596 12,453 -143 -1.1% 12,552
High 12,641 12,539 -102 -0.8% 12,667
Low 12,441 12,425 -16 -0.1% 12,438
Close 12,488 12,439 -49 -0.4% 12,488
Range 200 114 -86 -43.0% 229
ATR 143 141 -2 -1.5% 0
Volume 59 48 -11 -18.6% 470
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 12,810 12,738 12,502
R3 12,696 12,624 12,470
R2 12,582 12,582 12,460
R1 12,510 12,510 12,450 12,489
PP 12,468 12,468 12,468 12,457
S1 12,396 12,396 12,429 12,375
S2 12,354 12,354 12,418
S3 12,240 12,282 12,408
S4 12,126 12,168 12,376
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 13,218 13,082 12,614
R3 12,989 12,853 12,551
R2 12,760 12,760 12,530
R1 12,624 12,624 12,509 12,578
PP 12,531 12,531 12,531 12,508
S1 12,395 12,395 12,467 12,349
S2 12,302 12,302 12,446
S3 12,073 12,166 12,425
S4 11,844 11,937 12,362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,667 12,425 242 1.9% 163 1.3% 6% False True 74
10 12,718 12,399 319 2.6% 156 1.3% 13% False False 91
20 12,803 11,970 833 6.7% 148 1.2% 56% False False 87
40 12,803 11,740 1,063 8.5% 126 1.0% 66% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 13,024
2.618 12,838
1.618 12,724
1.000 12,653
0.618 12,610
HIGH 12,539
0.618 12,496
0.500 12,482
0.382 12,469
LOW 12,425
0.618 12,355
1.000 12,311
1.618 12,241
2.618 12,127
4.250 11,941
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 12,482 12,533
PP 12,468 12,502
S1 12,453 12,470

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

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