mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 12,013 12,133 120 1.0% 12,023
High 12,180 12,188 8 0.1% 12,226
Low 12,000 12,089 89 0.7% 11,914
Close 12,136 12,110 -26 -0.2% 12,089
Range 180 99 -81 -45.0% 312
ATR 144 141 -3 -2.2% 0
Volume 3,999 17,645 13,646 341.2% 2,300
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,426 12,367 12,165
R3 12,327 12,268 12,137
R2 12,228 12,228 12,128
R1 12,169 12,169 12,119 12,149
PP 12,129 12,129 12,129 12,119
S1 12,070 12,070 12,101 12,050
S2 12,030 12,030 12,092
S3 11,931 11,971 12,083
S4 11,832 11,872 12,056
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 11,964 257 2.1% 185 1.5% 57% False False 4,618
10 12,226 11,904 322 2.7% 174 1.4% 64% False False 2,481
20 12,311 11,904 407 3.4% 139 1.1% 51% False False 1,285
40 12,311 11,521 790 6.5% 120 1.0% 75% False False 661
60 12,311 11,293 1,018 8.4% 98 0.8% 80% False False 446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,609
2.618 12,447
1.618 12,348
1.000 12,287
0.618 12,249
HIGH 12,188
0.618 12,150
0.500 12,139
0.382 12,127
LOW 12,089
0.618 12,028
1.000 11,990
1.618 11,929
2.618 11,830
4.250 11,668
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 12,139 12,099
PP 12,129 12,087
S1 12,120 12,076

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

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