mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 11,950 12,022 72 0.6% 11,984
High 12,054 12,128 74 0.6% 11,994
Low 11,907 12,003 96 0.8% 11,451
Close 12,021 12,116 95 0.8% 11,799
Range 147 125 -22 -15.0% 543
ATR 178 175 -4 -2.1% 0
Volume 114,369 107,690 -6,679 -5.8% 856,614
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,457 12,412 12,185
R3 12,332 12,287 12,151
R2 12,207 12,207 12,139
R1 12,162 12,162 12,128 12,185
PP 12,082 12,082 12,082 12,094
S1 12,037 12,037 12,105 12,060
S2 11,957 11,957 12,093
S3 11,832 11,912 12,082
S4 11,707 11,787 12,047
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 12,128 11,656 472 3.9% 151 1.2% 97% True False 106,927
10 12,128 11,451 677 5.6% 209 1.7% 98% True False 138,830
20 12,226 11,451 775 6.4% 195 1.6% 86% False False 73,422
40 12,311 11,451 860 7.1% 152 1.3% 77% False False 36,746
60 12,311 11,410 901 7.4% 130 1.1% 78% False False 24,506
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,659
2.618 12,455
1.618 12,330
1.000 12,253
0.618 12,205
HIGH 12,128
0.618 12,080
0.500 12,066
0.382 12,051
LOW 12,003
0.618 11,926
1.000 11,878
1.618 11,801
2.618 11,676
4.250 11,472
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 12,099 12,083
PP 12,082 12,050
S1 12,066 12,018

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

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