mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 11,976 12,041 65 0.5% 12,164
High 12,088 12,065 -23 -0.2% 12,254
Low 11,891 11,898 7 0.1% 11,891
Close 12,065 11,988 -77 -0.6% 12,065
Range 197 167 -30 -15.2% 363
ATR 157 158 1 0.5% 0
Volume 69,738 42,950 -26,788 -38.4% 630,244
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,485 12,403 12,080
R3 12,318 12,236 12,034
R2 12,151 12,151 12,019
R1 12,069 12,069 12,003 12,027
PP 11,984 11,984 11,984 11,962
S1 11,902 11,902 11,973 11,860
S2 11,817 11,817 11,958
S3 11,650 11,735 11,942
S4 11,483 11,568 11,896
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% 175 1.5% 27% False False 106,874
10 12,292 11,891 401 3.3% 194 1.6% 24% False False 120,145
20 12,379 11,891 488 4.1% 161 1.3% 20% False False 108,666
40 12,379 11,627 752 6.3% 135 1.1% 48% False False 105,424
60 12,379 11,353 1,026 8.6% 118 1.0% 62% False False 93,361
80 12,379 10,855 1,524 12.7% 121 1.0% 74% False False 75,662
100 12,379 10,841 1,538 12.8% 122 1.0% 75% False False 60,543
120 12,379 10,512 1,867 15.6% 124 1.0% 79% False False 50,462
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,775
2.618 12,502
1.618 12,335
1.000 12,232
0.618 12,168
HIGH 12,065
0.618 12,001
0.500 11,982
0.382 11,962
LOW 11,898
0.618 11,795
1.000 11,731
1.618 11,628
2.618 11,461
4.250 11,188
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 11,986 12,041
PP 11,984 12,023
S1 11,982 12,006

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

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