mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 12,202 12,177 -25 -0.2% 12,112
High 12,254 12,191 -63 -0.5% 12,292
Low 12,152 11,965 -187 -1.5% 11,977
Close 12,174 11,983 -191 -1.6% 12,154
Range 102 226 124 121.6% 315
ATR 148 154 6 3.8% 0
Volume 143,410 144,624 1,214 0.8% 618,632
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,724 12,580 12,107
R3 12,498 12,354 12,045
R2 12,272 12,272 12,025
R1 12,128 12,128 12,004 12,087
PP 12,046 12,046 12,046 12,026
S1 11,902 11,902 11,962 11,861
S2 11,820 11,820 11,942
S3 11,594 11,676 11,921
S4 11,368 11,450 11,859
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 11,965 323 2.7% 188 1.6% 6% False True 142,608
10 12,292 11,965 327 2.7% 187 1.6% 6% False True 126,892
20 12,379 11,964 415 3.5% 154 1.3% 5% False False 113,357
40 12,379 11,605 774 6.5% 131 1.1% 49% False False 106,998
60 12,379 11,349 1,030 8.6% 115 1.0% 62% False False 95,079
80 12,379 10,855 1,524 12.7% 121 1.0% 74% False False 74,255
100 12,379 10,794 1,585 13.2% 122 1.0% 75% False False 59,417
120 12,379 10,476 1,903 15.9% 123 1.0% 79% False False 49,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,152
2.618 12,783
1.618 12,557
1.000 12,417
0.618 12,331
HIGH 12,191
0.618 12,105
0.500 12,078
0.382 12,051
LOW 11,965
0.618 11,825
1.000 11,739
1.618 11,599
2.618 11,373
4.250 11,005
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 12,078 12,110
PP 12,046 12,067
S1 12,015 12,025

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

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