mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	11,779	11,582	-197	-1.7%	12,115
High	11,849	11,737	-112	-0.9%	12,188
Low	11,492	11,451	-41	-0.4%	11,827
Close	11,578	11,711	133	1.1%	12,003
Range	357	286	-71	-19.9%	361
ATR	179	186	8	4.3%	0
Volume	244,666	151,654	-93,012	-38.0%	192,264

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,491	12,387	11,868
R3	12,205	12,101	11,790
R2	11,919	11,919	11,764
R1	11,815	11,815	11,737	11,867
PP	11,633	11,633	11,633	11,659
S1	11,529	11,529	11,685	11,581
S2	11,347	11,347	11,659
S3	11,061	11,243	11,632
S4	10,775	10,957	11,554

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	12,026	11,451	575	4.9%	267	2.3%	45%	False	True	170,733
10	12,221	11,451	770	6.6%	226	1.9%	34%	False	True	93,167
20	12,311	11,451	860	7.3%	194	1.7%	30%	False	True	46,722
40	12,311	11,451	860	7.3%	145	1.2%	30%	False	True	23,386
60	12,311	11,387	924	7.9%	120	1.0%	35%	False	False	15,597

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	48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,953
2.618	12,486
1.618	12,200
1.000	12,023
0.618	11,914
HIGH	11,737
0.618	11,628
0.500	11,594
0.382	11,560
LOW	11,451
0.618	11,274
1.000	11,165
1.618	10,988
2.618	10,702
4.250	10,236

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	11,672	11,705
PP	11,633	11,700
S1	11,594	11,694

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