mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 12,177 11,976 -201 -1.7% 12,164
High 12,191 12,088 -103 -0.8% 12,254
Low 11,965 11,891 -74 -0.6% 11,891
Close 11,983 12,065 82 0.7% 12,065
Range 226 197 -29 -12.8% 363
ATR 154 157 3 2.0% 0
Volume 144,624 69,738 -74,886 -51.8% 630,244
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,606 12,532 12,173
R3 12,409 12,335 12,119
R2 12,212 12,212 12,101
R1 12,138 12,138 12,083 12,175
PP 12,015 12,015 12,015 12,033
S1 11,941 11,941 12,047 11,978
S2 11,818 11,818 12,029
S3 11,621 11,744 12,011
S4 11,424 11,547 11,957
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,159 12,975 12,265
R3 12,796 12,612 12,165
R2 12,433 12,433 12,132
R1 12,249 12,249 12,098 12,160
PP 12,070 12,070 12,070 12,025
S1 11,886 11,886 12,032 11,797
S2 11,707 11,707 11,999
S3 11,344 11,523 11,965
S4 10,981 11,160 11,865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,254 11,891 363 3.0% 183 1.5% 48% False True 126,048
10 12,292 11,891 401 3.3% 194 1.6% 43% False True 124,887
20 12,379 11,891 488 4.0% 159 1.3% 36% False True 111,046
40 12,379 11,627 752 6.2% 133 1.1% 58% False False 106,555
60 12,379 11,353 1,026 8.5% 117 1.0% 69% False False 94,507
80 12,379 10,855 1,524 12.6% 122 1.0% 79% False False 75,126
100 12,379 10,794 1,585 13.1% 122 1.0% 80% False False 60,114
120 12,379 10,512 1,867 15.5% 124 1.0% 83% False False 50,104
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 46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,925
2.618 12,604
1.618 12,407
1.000 12,285
0.618 12,210
HIGH 12,088
0.618 12,013
0.500 11,990
0.382 11,966
LOW 11,891
0.618 11,769
1.000 11,694
1.618 11,572
2.618 11,375
4.250 11,054
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 12,040 12,073
PP 12,015 12,070
S1 11,990 12,068

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

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