mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 11,961 11,985 24 0.2% 12,295
High 12,041 12,208 167 1.4% 12,304
Low 11,914 11,980 66 0.6% 11,904
Close 11,983 12,174 191 1.6% 12,047
Range 127 228 101 79.5% 400
ATR 124 131 7 6.0% 0
Volume 264 525 261 98.9% 472
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,805 12,717 12,300
R3 12,577 12,489 12,237
R2 12,349 12,349 12,216
R1 12,261 12,261 12,195 12,305
PP 12,121 12,121 12,121 12,143
S1 12,033 12,033 12,153 12,077
S2 11,893 11,893 12,132
S3 11,665 11,805 12,111
S4 11,437 11,577 12,049
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 11,914 312 2.6% 177 1.4% 83% False False 429
10 12,311 11,904 407 3.3% 162 1.3% 66% False False 276
20 12,311 11,872 439 3.6% 122 1.0% 69% False False 160
40 12,311 11,466 845 6.9% 113 0.9% 84% False False 98
60 12,311 11,200 1,111 9.1% 91 0.7% 88% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,177
2.618 12,805
1.618 12,577
1.000 12,436
0.618 12,349
HIGH 12,208
0.618 12,121
0.500 12,094
0.382 12,067
LOW 11,980
0.618 11,839
1.000 11,752
1.618 11,611
2.618 11,383
4.250 11,011
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 12,147 12,139
PP 12,121 12,105
S1 12,094 12,070

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

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