mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	12,151	11,961	-190	-1.6%	12,295
High	12,226	12,041	-185	-1.5%	12,304
Low	11,958	11,914	-44	-0.4%	11,904
Close	11,958	11,983	25	0.2%	12,047
Range	268	127	-141	-52.6%	400
ATR	123	124	0	0.2%	0
Volume	189	264	75	39.7%	472

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,360	12,299	12,053
R3	12,233	12,172	12,018
R2	12,106	12,106	12,006
R1	12,045	12,045	11,995	12,076
PP	11,979	11,979	11,979	11,995
S1	11,918	11,918	11,971	11,949
S2	11,852	11,852	11,960
S3	11,725	11,791	11,948
S4	11,598	11,664	11,913

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%	163	1.4%	25%	False	False	344
10	12,311	11,904	407	3.4%	147	1.2%	19%	False	False	231
20	12,311	11,872	439	3.7%	114	0.9%	25%	False	False	141
40	12,311	11,466	845	7.1%	109	0.9%	61%	False	False	85

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	24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,581
2.618	12,374
1.618	12,247
1.000	12,168
0.618	12,120
HIGH	12,041
0.618	11,993
0.500	11,978
0.382	11,963
LOW	11,914
0.618	11,836
1.000	11,787
1.618	11,709
2.618	11,582
4.250	11,374

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	11,981	12,070
PP	11,979	12,041
S1	11,978	12,012

Download as Excel Spreadsheet

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

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