mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 12,133 12,119 -14 -0.1% 12,023
High 12,188 12,128 -60 -0.5% 12,226
Low 12,089 11,901 -188 -1.6% 11,914
Close 12,110 11,920 -190 -1.6% 12,089
Range 99 227 128 129.3% 312
ATR 141 147 6 4.3% 0
Volume 17,645 55,445 37,800 214.2% 2,300
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,664 12,519 12,045
R3 12,437 12,292 11,983
R2 12,210 12,210 11,962
R1 12,065 12,065 11,941 12,024
PP 11,983 11,983 11,983 11,963
S1 11,838 11,838 11,899 11,797
S2 11,756 11,756 11,879
S3 11,529 11,611 11,858
S4 11,302 11,384 11,795
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 11,901 320 2.7% 185 1.5% 6% False True 15,602
10 12,226 11,901 325 2.7% 181 1.5% 6% False True 8,015
20 12,311 11,901 410 3.4% 148 1.2% 5% False True 4,056
40 12,311 11,561 750 6.3% 124 1.0% 48% False False 2,047
60 12,311 11,336 975 8.2% 101 0.8% 60% False False 1,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,093
2.618 12,722
1.618 12,495
1.000 12,355
0.618 12,268
HIGH 12,128
0.618 12,041
0.500 12,015
0.382 11,988
LOW 11,901
0.618 11,761
1.000 11,674
1.618 11,534
2.618 11,307
4.250 10,936
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 12,015 12,045
PP 11,983 12,003
S1 11,952 11,962

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

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