mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 12,115 12,013 -102 -0.8% 12,023
High 12,163 12,180 17 0.1% 12,226
Low 11,964 12,000 36 0.3% 11,914
Close 12,015 12,136 121 1.0% 12,089
Range 199 180 -19 -9.5% 312
ATR 142 144 3 1.9% 0
Volume 644 3,999 3,355 521.0% 2,300
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,645 12,571 12,235
R3 12,465 12,391 12,186
R2 12,285 12,285 12,169
R1 12,211 12,211 12,153 12,248
PP 12,105 12,105 12,105 12,124
S1 12,031 12,031 12,120 12,068
S2 11,925 11,925 12,103
S3 11,745 11,851 12,087
S4 11,565 11,671 12,037
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 12,221 11,914 307 2.5% 190 1.6% 72% False False 1,141
10 12,226 11,904 322 2.7% 183 1.5% 72% False False 732
20 12,311 11,904 407 3.4% 139 1.1% 57% False False 405
40 12,311 11,466 845 7.0% 120 1.0% 79% False False 220
60 12,311 11,293 1,018 8.4% 97 0.8% 83% False False 152
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 12,945
2.618 12,651
1.618 12,471
1.000 12,360
0.618 12,291
HIGH 12,180
0.618 12,111
0.500 12,090
0.382 12,069
LOW 12,000
0.618 11,889
1.000 11,820
1.618 11,709
2.618 11,529
4.250 11,235
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 12,121 12,122
PP 12,105 12,107
S1 12,090 12,093

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

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