mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	12,023	12,151	128	1.1%	12,295
High	12,170	12,226	56	0.5%	12,304
Low	12,006	11,958	-48	-0.4%	11,904
Close	12,149	11,958	-191	-1.6%	12,047
Range	164	268	104	63.4%	400
ATR	112	123	11	9.9%	0
Volume	1,045	189	-856	-81.9%	472

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,851	12,673	12,106
R3	12,583	12,405	12,032
R2	12,315	12,315	12,007
R1	12,137	12,137	11,983	12,092
PP	12,047	12,047	12,047	12,025
S1	11,869	11,869	11,934	11,824
S2	11,779	11,779	11,909
S3	11,511	11,601	11,884
S4	11,243	11,333	11,811

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,285	13,066	12,267
R3	12,885	12,666	12,157
R2	12,485	12,485	12,120
R1	12,266	12,266	12,084	12,176
PP	12,085	12,085	12,085	12,040
S1	11,866	11,866	12,010	11,776
S2	11,685	11,685	11,974
S3	11,285	11,466	11,937
S4	10,885	11,066	11,827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,226	11,904	322	2.7%	175	1.5%	17%	True	False	322
10	12,311	11,904	407	3.4%	141	1.2%	13%	False	False	210
20	12,311	11,776	535	4.5%	115	1.0%	34%	False	False	130
40	12,311	11,466	845	7.1%	107	0.9%	58%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	13,365
2.618	12,928
1.618	12,660
1.000	12,494
0.618	12,392
HIGH	12,226
0.618	12,124
0.500	12,092
0.382	12,061
LOW	11,958
0.618	11,793
1.000	11,690
1.618	11,525
2.618	11,257
4.250	10,819

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	12,092	12,092
PP	12,047	12,047
S1	12,003	12,003

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