mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 12,316 12,350 34 0.3% 12,365
High 12,352 12,402 50 0.4% 12,402
Low 12,232 12,314 82 0.7% 12,157
Close 12,339 12,359 20 0.2% 12,359
Range 120 88 -32 -26.7% 245
ATR 140 136 -4 -2.7% 0
Volume 234 229 -5 -2.1% 1,067
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 12,622 12,579 12,408
R3 12,534 12,491 12,383
R2 12,446 12,446 12,375
R1 12,403 12,403 12,367 12,425
PP 12,358 12,358 12,358 12,369
S1 12,315 12,315 12,351 12,337
S2 12,270 12,270 12,343
S3 12,182 12,227 12,335
S4 12,094 12,139 12,311
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 13,041 12,945 12,494
R3 12,796 12,700 12,427
R2 12,551 12,551 12,404
R1 12,455 12,455 12,382 12,381
PP 12,306 12,306 12,306 12,269
S1 12,210 12,210 12,337 12,136
S2 12,061 12,061 12,314
S3 11,816 11,965 12,292
S4 11,571 11,720 12,224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,402 12,157 245 2.0% 126 1.0% 82% True False 213
10 12,543 12,157 386 3.1% 130 1.1% 52% False False 179
20 12,803 12,157 646 5.2% 144 1.2% 31% False False 135
40 12,803 11,970 833 6.7% 132 1.1% 47% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 37
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 12,776
2.618 12,633
1.618 12,545
1.000 12,490
0.618 12,457
HIGH 12,402
0.618 12,369
0.500 12,358
0.382 12,348
LOW 12,314
0.618 12,260
1.000 12,226
1.618 12,172
2.618 12,084
4.250 11,940
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 12,359 12,333
PP 12,358 12,306
S1 12,358 12,280

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

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