mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 12,472 12,520 48 0.4% 12,453
High 12,543 12,531 -12 -0.1% 12,543
Low 12,436 12,399 -37 -0.3% 12,285
Close 12,521 12,397 -124 -1.0% 12,397
Range 107 132 25 23.4% 258
ATR 141 140 -1 -0.5% 0
Volume 86 77 -9 -10.5% 723
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 12,838 12,750 12,470
R3 12,706 12,618 12,433
R2 12,574 12,574 12,421
R1 12,486 12,486 12,409 12,464
PP 12,442 12,442 12,442 12,432
S1 12,354 12,354 12,385 12,332
S2 12,310 12,310 12,373
S3 12,178 12,222 12,361
S4 12,046 12,090 12,325
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 13,182 13,048 12,539
R3 12,924 12,790 12,468
R2 12,666 12,666 12,444
R1 12,532 12,532 12,421 12,470
PP 12,408 12,408 12,408 12,378
S1 12,274 12,274 12,373 12,212
S2 12,150 12,150 12,350
S3 11,892 12,016 12,326
S4 11,634 11,758 12,255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,543 12,285 258 2.1% 135 1.1% 43% False False 144
10 12,667 12,285 382 3.1% 147 1.2% 29% False False 119
20 12,803 12,285 518 4.2% 142 1.1% 22% False False 101
40 12,803 11,970 833 6.7% 128 1.0% 51% False False 92
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 38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,092
2.618 12,877
1.618 12,745
1.000 12,663
0.618 12,613
HIGH 12,531
0.618 12,481
0.500 12,465
0.382 12,450
LOW 12,399
0.618 12,318
1.000 12,267
1.618 12,186
2.618 12,054
4.250 11,838
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 12,465 12,449
PP 12,442 12,432
S1 12,420 12,414

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

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