mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 12,022 12,046 24 0.2% 12,371
High 12,105 12,272 167 1.4% 12,376
Low 11,977 12,039 62 0.5% 11,964
Close 12,046 12,239 193 1.6% 12,110
Range 128 233 105 82.0% 412
ATR 132 139 7 5.5% 0
Volume 127,201 112,325 -14,876 -11.7% 402,292
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,882 12,794 12,367
R3 12,649 12,561 12,303
R2 12,416 12,416 12,282
R1 12,328 12,328 12,260 12,372
PP 12,183 12,183 12,183 12,206
S1 12,095 12,095 12,218 12,139
S2 11,950 11,950 12,196
S3 11,717 11,862 12,175
S4 11,484 11,629 12,111
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 11,977 315 2.6% 186 1.5% 83% False False 111,176
10 12,379 11,964 415 3.4% 171 1.4% 66% False False 105,063
20 12,379 11,933 446 3.6% 129 1.1% 69% False False 100,085
40 12,379 11,520 859 7.0% 121 1.0% 84% False False 101,933
60 12,379 11,216 1,163 9.5% 108 0.9% 88% False False 87,088
80 12,379 10,855 1,524 12.5% 116 0.9% 91% False False 65,345
100 12,379 10,787 1,592 13.0% 119 1.0% 91% False False 52,289
120 12,379 10,350 2,029 16.6% 119 1.0% 93% False False 43,582
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,262
2.618 12,882
1.618 12,649
1.000 12,505
0.618 12,416
HIGH 12,272
0.618 12,183
0.500 12,156
0.382 12,128
LOW 12,039
0.618 11,895
1.000 11,806
1.618 11,662
2.618 11,429
4.250 11,049
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 12,211 12,204
PP 12,183 12,169
S1 12,156 12,135

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

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