mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 11,925 11,779 -146 -1.2% 12,115
High 11,937 11,849 -88 -0.7% 12,188
Low 11,607 11,492 -115 -1.0% 11,827
Close 11,789 11,578 -211 -1.8% 12,003
Range 330 357 27 8.2% 361
ATR 165 179 14 8.3% 0
Volume 200,560 244,666 44,106 22.0% 192,264
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,711 12,501 11,774
R3 12,354 12,144 11,676
R2 11,997 11,997 11,644
R1 11,787 11,787 11,611 11,714
PP 11,640 11,640 11,640 11,603
S1 11,430 11,430 11,545 11,357
S2 11,283 11,283 11,513
S3 10,926 11,073 11,480
S4 10,569 10,716 11,382
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 12,128 11,492 636 5.5% 255 2.2% 14% False True 151,491
10 12,221 11,492 729 6.3% 220 1.9% 12% False True 78,054
20 12,311 11,492 819 7.1% 183 1.6% 11% False True 39,143
40 12,311 11,492 819 7.1% 140 1.2% 11% False True 19,595
60 12,311 11,336 975 8.4% 117 1.0% 25% False False 13,069
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 35
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 13,366
2.618 12,784
1.618 12,427
1.000 12,206
0.618 12,070
HIGH 11,849
0.618 11,713
0.500 11,671
0.382 11,628
LOW 11,492
0.618 11,271
1.000 11,135
1.618 10,914
2.618 10,557
4.250 9,975
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 11,671 11,743
PP 11,640 11,688
S1 11,609 11,633

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

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