mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 12,174 12,115 -59 -0.5% 12,023
High 12,221 12,163 -58 -0.5% 12,226
Low 12,004 11,964 -40 -0.3% 11,914
Close 12,089 12,015 -74 -0.6% 12,089
Range 217 199 -18 -8.3% 312
ATR 137 142 4 3.2% 0
Volume 277 644 367 132.5% 2,300
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,644 12,529 12,125
R3 12,445 12,330 12,070
R2 12,246 12,246 12,052
R1 12,131 12,131 12,033 12,089
PP 12,047 12,047 12,047 12,027
S1 11,932 11,932 11,997 11,890
S2 11,848 11,848 11,979
S3 11,649 11,733 11,960
S4 11,450 11,534 11,906
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% 208 1.7% 32% False False 379
10 12,304 11,904 400 3.3% 186 1.5% 28% False False 341
20 12,311 11,904 407 3.4% 135 1.1% 27% False False 205
40 12,311 11,466 845 7.0% 118 1.0% 65% False False 121
60 12,311 11,200 1,111 9.2% 95 0.8% 73% False False 86
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 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,009
2.618 12,684
1.618 12,485
1.000 12,362
0.618 12,286
HIGH 12,163
0.618 12,087
0.500 12,064
0.382 12,040
LOW 11,964
0.618 11,841
1.000 11,765
1.618 11,642
2.618 11,443
4.250 11,118
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 12,064 12,093
PP 12,047 12,067
S1 12,031 12,041

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

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