mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 11,985 12,174 189 1.6% 12,023
High 12,208 12,221 13 0.1% 12,226
Low 11,980 12,004 24 0.2% 11,914
Close 12,174 12,089 -85 -0.7% 12,089
Range 228 217 -11 -4.8% 312
ATR 131 137 6 4.7% 0
Volume 525 277 -248 -47.2% 2,300
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,756 12,639 12,208
R3 12,539 12,422 12,149
R2 12,322 12,322 12,129
R1 12,205 12,205 12,109 12,155
PP 12,105 12,105 12,105 12,080
S1 11,988 11,988 12,069 11,938
S2 11,888 11,888 12,049
S3 11,671 11,771 12,029
S4 11,454 11,554 11,970
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,012 12,863 12,261
R3 12,700 12,551 12,175
R2 12,388 12,388 12,146
R1 12,239 12,239 12,118 12,314
PP 12,076 12,076 12,076 12,114
S1 11,927 11,927 12,061 12,002
S2 11,764 11,764 12,032
S3 11,452 11,615 12,003
S4 11,140 11,303 11,918
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% 201 1.7% 56% False False 460
10 12,311 11,904 407 3.4% 176 1.5% 45% False False 282
20 12,311 11,904 407 3.4% 128 1.1% 45% False False 173
40 12,311 11,466 845 7.0% 115 1.0% 74% False False 105
60 12,311 11,200 1,111 9.2% 93 0.8% 80% False False 75
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,143
2.618 12,789
1.618 12,572
1.000 12,438
0.618 12,355
HIGH 12,221
0.618 12,138
0.500 12,113
0.382 12,087
LOW 12,004
0.618 11,870
1.000 11,787
1.618 11,653
2.618 11,436
4.250 11,082
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 12,113 12,082
PP 12,105 12,075
S1 12,097 12,068

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

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