mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 12,214 12,022 -192 -1.6% 12,371
High 12,292 12,105 -187 -1.5% 12,376
Low 12,018 11,977 -41 -0.3% 11,964
Close 12,022 12,046 24 0.2% 12,110
Range 274 128 -146 -53.3% 412
ATR 132 132 0 -0.2% 0
Volume 136,198 127,201 -8,997 -6.6% 402,292
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,427 12,364 12,117
R3 12,299 12,236 12,081
R2 12,171 12,171 12,070
R1 12,108 12,108 12,058 12,140
PP 12,043 12,043 12,043 12,058
S1 11,980 11,980 12,034 12,012
S2 11,915 11,915 12,023
S3 11,787 11,852 12,011
S4 11,659 11,724 11,976
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% 174 1.4% 25% False False 119,588
10 12,379 11,964 415 3.4% 156 1.3% 20% False False 106,032
20 12,379 11,933 446 3.7% 121 1.0% 25% False False 98,130
40 12,379 11,520 859 7.1% 117 1.0% 61% False False 101,502
60 12,379 11,216 1,163 9.7% 105 0.9% 71% False False 85,225
80 12,379 10,855 1,524 12.7% 114 0.9% 78% False False 63,942
100 12,379 10,754 1,625 13.5% 118 1.0% 80% False False 51,166
120 12,379 10,273 2,106 17.5% 117 1.0% 84% False False 42,646
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 34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,649
2.618 12,440
1.618 12,312
1.000 12,233
0.618 12,184
HIGH 12,105
0.618 12,056
0.500 12,041
0.382 12,026
LOW 11,977
0.618 11,898
1.000 11,849
1.618 11,770
2.618 11,642
4.250 11,433
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 12,044 12,135
PP 12,043 12,105
S1 12,041 12,076

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

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