mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	11,920	11,984	64	0.5%	12,115
High	12,026	11,994	-32	-0.3%	12,188
Low	11,827	11,834	7	0.1%	11,827
Close	12,003	11,926	-77	-0.6%	12,003
Range	199	160	-39	-19.6%	361
ATR	151	152	1	0.9%	0
Volume	114,531	142,257	27,726	24.2%	192,264

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,398	12,322	12,014
R3	12,238	12,162	11,970
R2	12,078	12,078	11,955
R1	12,002	12,002	11,941	11,960
PP	11,918	11,918	11,918	11,897
S1	11,842	11,842	11,911	11,800
S2	11,758	11,758	11,897
S3	11,598	11,682	11,882
S4	11,438	11,522	11,838

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%	173	1.5%	27%	False	False	66,775
10	12,226	11,827	399	3.3%	191	1.6%	25%	False	False	33,577
20	12,311	11,827	484	4.1%	155	1.3%	20%	False	False	16,887
40	12,311	11,573	738	6.2%	128	1.1%	48%	False	False	8,465
60	12,311	11,336	975	8.2%	106	0.9%	61%	False	False	5,649

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,674
2.618	12,413
1.618	12,253
1.000	12,154
0.618	12,093
HIGH	11,994
0.618	11,933
0.500	11,914
0.382	11,895
LOW	11,834
0.618	11,735
1.000	11,674
1.618	11,575
2.618	11,415
4.250	11,154

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	11,922	11,978
PP	11,918	11,960
S1	11,914	11,943

Download as Excel Spreadsheet

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

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