mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 12,164 12,078 -86 -0.7% 12,112
High 12,232 12,245 13 0.1% 12,292
Low 12,027 12,062 35 0.3% 11,977
Close 12,078 12,199 121 1.0% 12,154
Range 205 183 -22 -10.7% 315
ATR 149 152 2 1.6% 0
Volume 138,821 133,651 -5,170 -3.7% 618,632
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,718 12,641 12,300
R3 12,535 12,458 12,249
R2 12,352 12,352 12,233
R1 12,275 12,275 12,216 12,314
PP 12,169 12,169 12,169 12,188
S1 12,092 12,092 12,182 12,131
S2 11,986 11,986 12,166
S3 11,803 11,909 12,149
S4 11,620 11,726 12,098
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 12,288 11,977 311 2.5% 194 1.6% 71% False False 132,906
10 12,292 11,964 328 2.7% 190 1.6% 72% False False 129,339
20 12,379 11,964 415 3.4% 146 1.2% 57% False False 108,482
40 12,379 11,520 859 7.0% 127 1.0% 79% False False 104,840
60 12,379 11,288 1,091 8.9% 112 0.9% 84% False False 92,950
80 12,379 10,855 1,524 12.5% 120 1.0% 88% False False 70,656
100 12,379 10,794 1,585 13.0% 121 1.0% 89% False False 56,538
120 12,379 10,412 1,967 16.1% 122 1.0% 91% False False 47,124
Crabel Price Patterns
NR True
NR4 True
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 42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,023
2.618 12,724
1.618 12,541
1.000 12,428
0.618 12,358
HIGH 12,245
0.618 12,175
0.500 12,154
0.382 12,132
LOW 12,062
0.618 11,949
1.000 11,879
1.618 11,766
2.618 11,583
4.250 11,284
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 12,184 12,185
PP 12,169 12,171
S1 12,154 12,158

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

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