mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 12,119 11,920 -199 -1.6% 12,115
High 12,128 12,026 -102 -0.8% 12,188
Low 11,901 11,827 -74 -0.6% 11,827
Close 11,920 12,003 83 0.7% 12,003
Range 227 199 -28 -12.3% 361
ATR 147 151 4 2.5% 0
Volume 55,445 114,531 59,086 106.6% 192,264
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,549 12,475 12,113
R3 12,350 12,276 12,058
R2 12,151 12,151 12,040
R1 12,077 12,077 12,021 12,114
PP 11,952 11,952 11,952 11,971
S1 11,878 11,878 11,985 11,915
S2 11,753 11,753 11,967
S3 11,554 11,679 11,948
S4 11,355 11,480 11,894
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,089 12,907 12,202
R3 12,728 12,546 12,102
R2 12,367 12,367 12,069
R1 12,185 12,185 12,036 12,096
PP 12,006 12,006 12,006 11,961
S1 11,824 11,824 11,970 11,735
S2 11,645 11,645 11,937
S3 11,284 11,463 11,904
S4 10,923 11,102 11,805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,188 11,827 361 3.0% 181 1.5% 49% False True 38,452
10 12,226 11,827 399 3.3% 191 1.6% 44% False True 19,456
20 12,311 11,827 484 4.0% 153 1.3% 36% False True 9,777
40 12,311 11,573 738 6.1% 126 1.0% 58% False False 4,910
60 12,311 11,336 975 8.1% 104 0.9% 68% False False 3,278
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 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,872
2.618 12,547
1.618 12,348
1.000 12,225
0.618 12,149
HIGH 12,026
0.618 11,950
0.500 11,927
0.382 11,903
LOW 11,827
0.618 11,704
1.000 11,628
1.618 11,505
2.618 11,306
4.250 10,981
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 11,978 12,008
PP 11,952 12,006
S1 11,927 12,005

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

View Archives - Comment on this page... - Back to Index of Symbols