mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 12,112 12,214 102 0.8% 12,371
High 12,235 12,292 57 0.5% 12,376
Low 12,067 12,018 -49 -0.4% 11,964
Close 12,214 12,022 -192 -1.6% 12,110
Range 168 274 106 63.1% 412
ATR 121 132 11 9.0% 0
Volume 90,372 136,198 45,826 50.7% 402,292
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,933 12,751 12,173
R3 12,659 12,477 12,097
R2 12,385 12,385 12,072
R1 12,203 12,203 12,047 12,157
PP 12,111 12,111 12,111 12,088
S1 11,929 11,929 11,997 11,883
S2 11,837 11,837 11,972
S3 11,563 11,655 11,947
S4 11,289 11,381 11,871
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 13,386 13,160 12,337
R3 12,974 12,748 12,223
R2 12,562 12,562 12,186
R1 12,336 12,336 12,148 12,243
PP 12,150 12,150 12,150 12,104
S1 11,924 11,924 12,072 11,831
S2 11,738 11,738 12,035
S3 11,326 11,512 11,997
S4 10,914 11,100 11,884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,292 11,964 328 2.7% 186 1.5% 18% True False 125,772
10 12,379 11,964 415 3.5% 150 1.2% 14% False False 103,912
20 12,379 11,832 547 4.5% 123 1.0% 35% False False 97,584
40 12,379 11,520 859 7.1% 116 1.0% 58% False False 100,186
60 12,379 11,216 1,163 9.7% 105 0.9% 69% False False 83,110
80 12,379 10,855 1,524 12.7% 115 1.0% 77% False False 62,353
100 12,379 10,754 1,625 13.5% 118 1.0% 78% False False 49,895
120 12,379 10,263 2,116 17.6% 117 1.0% 83% False False 41,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 13,457
2.618 13,009
1.618 12,735
1.000 12,566
0.618 12,461
HIGH 12,292
0.618 12,187
0.500 12,155
0.382 12,123
LOW 12,018
0.618 11,849
1.000 11,744
1.618 11,575
2.618 11,301
4.250 10,854
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 12,155 12,152
PP 12,111 12,109
S1 12,066 12,065

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

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