mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 12,041 11,986 -55 -0.5% 12,164
High 12,065 11,999 -66 -0.5% 12,254
Low 11,898 11,672 -226 -1.9% 11,891
Close 11,988 11,853 -135 -1.1% 12,065
Range 167 327 160 95.8% 363
ATR 158 170 12 7.7% 0
Volume 42,950 44,606 1,656 3.9% 630,244
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,822 12,665 12,033
R3 12,495 12,338 11,943
R2 12,168 12,168 11,913
R1 12,011 12,011 11,883 11,926
PP 11,841 11,841 11,841 11,799
S1 11,684 11,684 11,823 11,599
S2 11,514 11,514 11,793
S3 11,187 11,357 11,763
S4 10,860 11,030 11,673
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 11,672 582 4.9% 204 1.7% 31% False True 89,065
10 12,288 11,672 616 5.2% 199 1.7% 29% False True 110,986
20 12,379 11,672 707 6.0% 175 1.5% 26% False True 107,449
40 12,379 11,672 707 6.0% 140 1.2% 26% False True 104,314
60 12,379 11,378 1,001 8.4% 122 1.0% 47% False False 92,429
80 12,379 10,855 1,524 12.9% 125 1.0% 65% False False 76,218
100 12,379 10,855 1,524 12.9% 123 1.0% 65% False False 60,988
120 12,379 10,512 1,867 15.8% 126 1.1% 72% False False 50,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 13,389
2.618 12,855
1.618 12,528
1.000 12,326
0.618 12,201
HIGH 11,999
0.618 11,874
0.500 11,836
0.382 11,797
LOW 11,672
0.618 11,470
1.000 11,345
1.618 11,143
2.618 10,816
4.250 10,282
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 11,847 11,880
PP 11,841 11,871
S1 11,836 11,862

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

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