mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 12,046 12,241 195 1.6% 12,112
High 12,272 12,288 16 0.1% 12,292
Low 12,039 12,066 27 0.2% 11,977
Close 12,239 12,154 -85 -0.7% 12,154
Range 233 222 -11 -4.7% 315
ATR 139 145 6 4.3% 0
Volume 112,325 152,536 40,211 35.8% 618,632
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,835 12,717 12,276
R3 12,613 12,495 12,215
R2 12,391 12,391 12,195
R1 12,273 12,273 12,174 12,221
PP 12,169 12,169 12,169 12,144
S1 12,051 12,051 12,134 11,999
S2 11,947 11,947 12,113
S3 11,725 11,829 12,093
S4 11,503 11,607 12,032
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,086 12,935 12,327
R3 12,771 12,620 12,241
R2 12,456 12,456 12,212
R1 12,305 12,305 12,183 12,381
PP 12,141 12,141 12,141 12,179
S1 11,990 11,990 12,125 12,066
S2 11,826 11,826 12,096
S3 11,511 11,675 12,068
S4 11,196 11,360 11,981
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% 205 1.7% 56% False False 123,726
10 12,379 11,964 415 3.4% 184 1.5% 46% False False 109,954
20 12,379 11,964 415 3.4% 135 1.1% 46% False False 102,786
40 12,379 11,520 859 7.1% 123 1.0% 74% False False 103,228
60 12,379 11,216 1,163 9.6% 110 0.9% 81% False False 89,545
80 12,379 10,855 1,524 12.5% 118 1.0% 85% False False 67,251
100 12,379 10,787 1,592 13.1% 120 1.0% 86% False False 53,814
120 12,379 10,350 2,029 16.7% 120 1.0% 89% False False 44,853
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 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,232
2.618 12,869
1.618 12,647
1.000 12,510
0.618 12,425
HIGH 12,288
0.618 12,203
0.500 12,177
0.382 12,151
LOW 12,066
0.618 11,929
1.000 11,844
1.618 11,707
2.618 11,485
4.250 11,123
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 12,177 12,147
PP 12,169 12,140
S1 12,162 12,133

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

View Archives - Comment on this page... - Back to Index of Symbols