mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 12,078 12,202 124 1.0% 12,112
High 12,245 12,254 9 0.1% 12,292
Low 12,062 12,152 90 0.7% 11,977
Close 12,199 12,174 -25 -0.2% 12,154
Range 183 102 -81 -44.3% 315
ATR 152 148 -4 -2.3% 0
Volume 133,651 143,410 9,759 7.3% 618,632
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,499 12,439 12,230
R3 12,397 12,337 12,202
R2 12,295 12,295 12,193
R1 12,235 12,235 12,183 12,214
PP 12,193 12,193 12,193 12,183
S1 12,133 12,133 12,165 12,112
S2 12,091 12,091 12,155
S3 11,989 12,031 12,146
S4 11,887 11,929 12,118
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 12,027 261 2.1% 189 1.6% 56% False False 136,148
10 12,292 11,964 328 2.7% 181 1.5% 64% False False 127,868
20 12,379 11,964 415 3.4% 146 1.2% 51% False False 111,542
40 12,379 11,575 804 6.6% 127 1.0% 75% False False 105,884
60 12,379 11,316 1,063 8.7% 113 0.9% 81% False False 94,320
80 12,379 10,855 1,524 12.5% 119 1.0% 87% False False 72,448
100 12,379 10,794 1,585 13.0% 121 1.0% 87% False False 57,972
120 12,379 10,432 1,947 16.0% 122 1.0% 89% False False 48,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 12,688
2.618 12,521
1.618 12,419
1.000 12,356
0.618 12,317
HIGH 12,254
0.618 12,215
0.500 12,203
0.382 12,191
LOW 12,152
0.618 12,089
1.000 12,050
1.618 11,987
2.618 11,885
4.250 11,719
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 12,203 12,163
PP 12,193 12,152
S1 12,184 12,141

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

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