mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 11,582 11,703 121 1.0% 11,984
High 11,737 11,865 128 1.1% 11,994
Low 11,451 11,656 205 1.8% 11,451
Close 11,711 11,799 88 0.8% 11,799
Range 286 209 -77 -26.9% 543
ATR 186 188 2 0.9% 0
Volume 151,654 117,477 -34,177 -22.5% 856,614
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,400 12,309 11,914
R3 12,191 12,100 11,857
R2 11,982 11,982 11,837
R1 11,891 11,891 11,818 11,937
PP 11,773 11,773 11,773 11,796
S1 11,682 11,682 11,780 11,728
S2 11,564 11,564 11,761
S3 11,355 11,473 11,742
S4 11,146 11,264 11,684
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,377 13,131 12,098
R3 12,834 12,588 11,948
R2 12,291 12,291 11,899
R1 12,045 12,045 11,849 11,897
PP 11,748 11,748 11,748 11,674
S1 11,502 11,502 11,749 11,354
S2 11,205 11,205 11,700
S3 10,662 10,959 11,650
S4 10,119 10,416 11,500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,994 11,451 543 4.6% 269 2.3% 64% False False 171,322
10 12,188 11,451 737 6.2% 225 1.9% 47% False False 104,887
20 12,311 11,451 860 7.3% 200 1.7% 40% False False 52,585
40 12,311 11,451 860 7.3% 148 1.3% 40% False False 26,322
60 12,311 11,397 914 7.7% 123 1.0% 44% False False 17,554
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 12,753
2.618 12,412
1.618 12,203
1.000 12,074
0.618 11,994
HIGH 11,865
0.618 11,785
0.500 11,761
0.382 11,736
LOW 11,656
0.618 11,527
1.000 11,447
1.618 11,318
2.618 11,109
4.250 10,768
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 11,786 11,752
PP 11,773 11,705
S1 11,761 11,658

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

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