mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 12,022 12,110 88 0.7% 11,808
High 12,128 12,196 68 0.6% 12,196
Low 12,003 12,107 104 0.9% 11,802
Close 12,116 12,170 54 0.4% 12,170
Range 125 89 -36 -28.8% 394
ATR 175 168 -6 -3.5% 0
Volume 107,690 94,254 -13,436 -12.5% 511,412
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,425 12,386 12,219
R3 12,336 12,297 12,195
R2 12,247 12,247 12,186
R1 12,208 12,208 12,178 12,228
PP 12,158 12,158 12,158 12,167
S1 12,119 12,119 12,162 12,139
S2 12,069 12,069 12,154
S3 11,980 12,030 12,146
S4 11,891 11,941 12,121
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,238 13,098 12,387
R3 12,844 12,704 12,278
R2 12,450 12,450 12,242
R1 12,310 12,310 12,206 12,380
PP 12,056 12,056 12,056 12,091
S1 11,916 11,916 12,134 11,986
S2 11,662 11,662 12,098
S3 11,268 11,522 12,062
S4 10,874 11,128 11,953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,196 11,802 394 3.2% 127 1.0% 93% True False 102,282
10 12,196 11,451 745 6.1% 198 1.6% 97% True False 136,802
20 12,226 11,451 775 6.4% 194 1.6% 93% False False 78,129
40 12,311 11,451 860 7.1% 153 1.3% 84% False False 39,101
60 12,311 11,410 901 7.4% 131 1.1% 84% False False 26,077
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 37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,574
2.618 12,429
1.618 12,340
1.000 12,285
0.618 12,251
HIGH 12,196
0.618 12,162
0.500 12,152
0.382 12,141
LOW 12,107
0.618 12,052
1.000 12,018
1.618 11,963
2.618 11,874
4.250 11,729
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 12,164 12,131
PP 12,158 12,091
S1 12,152 12,052

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

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