mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 11,984 11,925 -59 -0.5% 12,115
High 11,994 11,937 -57 -0.5% 12,188
Low 11,834 11,607 -227 -1.9% 11,827
Close 11,926 11,789 -137 -1.1% 12,003
Range 160 330 170 106.3% 361
ATR 152 165 13 8.3% 0
Volume 142,257 200,560 58,303 41.0% 192,264
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,768 12,608 11,971
R3 12,438 12,278 11,880
R2 12,108 12,108 11,850
R1 11,948 11,948 11,819 11,863
PP 11,778 11,778 11,778 11,735
S1 11,618 11,618 11,759 11,533
S2 11,448 11,448 11,729
S3 11,118 11,288 11,698
S4 10,788 10,958 11,608
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 11,607 581 4.9% 203 1.7% 31% False True 106,087
10 12,221 11,607 614 5.2% 197 1.7% 30% False True 53,614
20 12,311 11,607 704 6.0% 169 1.4% 26% False True 26,912
40 12,311 11,607 704 6.0% 134 1.1% 26% False True 13,478
60 12,311 11,336 975 8.3% 111 0.9% 46% False False 8,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 13,340
2.618 12,801
1.618 12,471
1.000 12,267
0.618 12,141
HIGH 11,937
0.618 11,811
0.500 11,772
0.382 11,733
LOW 11,607
0.618 11,403
1.000 11,277
1.618 11,073
2.618 10,743
4.250 10,205
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 11,783 11,817
PP 11,778 11,807
S1 11,772 11,798

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

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