mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 12,241 12,164 -77 -0.6% 12,112
High 12,288 12,232 -56 -0.5% 12,292
Low 12,066 12,027 -39 -0.3% 11,977
Close 12,154 12,078 -76 -0.6% 12,154
Range 222 205 -17 -7.7% 315
ATR 145 149 4 3.0% 0
Volume 152,536 138,821 -13,715 -9.0% 618,632
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,727 12,608 12,191
R3 12,522 12,403 12,135
R2 12,317 12,317 12,116
R1 12,198 12,198 12,097 12,155
PP 12,112 12,112 12,112 12,091
S1 11,993 11,993 12,059 11,950
S2 11,907 11,907 12,041
S3 11,702 11,788 12,022
S4 11,497 11,583 11,965
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% 213 1.8% 32% False False 133,416
10 12,376 11,964 412 3.4% 194 1.6% 28% False False 115,974
20 12,379 11,964 415 3.4% 142 1.2% 27% False False 105,719
40 12,379 11,520 859 7.1% 126 1.0% 65% False False 104,408
60 12,379 11,265 1,114 9.2% 111 0.9% 73% False False 91,569
80 12,379 10,855 1,524 12.6% 119 1.0% 80% False False 68,986
100 12,379 10,794 1,585 13.1% 121 1.0% 81% False False 55,202
120 12,379 10,350 2,029 16.8% 121 1.0% 85% False False 46,010
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 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,103
2.618 12,769
1.618 12,564
1.000 12,437
0.618 12,359
HIGH 12,232
0.618 12,154
0.500 12,130
0.382 12,105
LOW 12,027
0.618 11,900
1.000 11,822
1.618 11,695
2.618 11,490
4.250 11,156
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 12,130 12,158
PP 12,112 12,131
S1 12,095 12,105

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

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