mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	11,986	11,837	-149	-1.2%	12,164
High	11,999	11,911	-88	-0.7%	12,254
Low	11,672	11,558	-114	-1.0%	11,891
Close	11,853	11,641	-212	-1.8%	12,065
Range	327	353	26	8.0%	363
ATR	170	183	13	7.7%	0
Volume	44,606	38,400	-6,206	-13.9%	630,244

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,762	12,555	11,835
R3	12,409	12,202	11,738
R2	12,056	12,056	11,706
R1	11,849	11,849	11,673	11,776
PP	11,703	11,703	11,703	11,667
S1	11,496	11,496	11,609	11,423
S2	11,350	11,350	11,576
S3	10,997	11,143	11,544
S4	10,644	10,790	11,447

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	12,191	11,558	633	5.4%	254	2.2%	13%	False	True	68,063
10	12,288	11,558	730	6.3%	222	1.9%	11%	False	True	102,106
20	12,379	11,558	821	7.1%	189	1.6%	10%	False	True	104,069
40	12,379	11,558	821	7.1%	146	1.3%	10%	False	True	103,049
60	12,379	11,378	1,001	8.6%	127	1.1%	26%	False	False	92,046
80	12,379	10,855	1,524	13.1%	127	1.1%	52%	False	False	76,697
100	12,379	10,855	1,524	13.1%	126	1.1%	52%	False	False	61,371
120	12,379	10,534	1,845	15.8%	128	1.1%	60%	False	False	51,152

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	40
Widest range in 178 trading days

Fibonacci Retracements and Extensions
4.250	13,411
2.618	12,835
1.618	12,482
1.000	12,264
0.618	12,129
HIGH	11,911
0.618	11,776
0.500	11,735
0.382	11,693
LOW	11,558
0.618	11,340
1.000	11,205
1.618	10,987
2.618	10,634
4.250	10,058

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	11,735	11,812
PP	11,703	11,755
S1	11,672	11,698

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols