mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 12,110 12,170 60 0.5% 11,808
High 12,196 12,208 12 0.1% 12,196
Low 12,107 12,111 4 0.0% 11,802
Close 12,170 12,114 -56 -0.5% 12,170
Range 89 97 8 9.0% 394
ATR 168 163 -5 -3.0% 0
Volume 94,254 71,107 -23,147 -24.6% 511,412
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,435 12,372 12,167
R3 12,338 12,275 12,141
R2 12,241 12,241 12,132
R1 12,178 12,178 12,123 12,161
PP 12,144 12,144 12,144 12,136
S1 12,081 12,081 12,105 12,064
S2 12,047 12,047 12,096
S3 11,950 11,984 12,087
S4 11,853 11,887 12,061
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 12,208 11,907 301 2.5% 104 0.9% 69% True False 93,816
10 12,208 11,451 757 6.2% 192 1.6% 88% True False 129,687
20 12,226 11,451 775 6.4% 191 1.6% 86% False False 81,632
40 12,311 11,451 860 7.1% 150 1.2% 77% False False 40,878
60 12,311 11,410 901 7.4% 132 1.1% 78% False False 27,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,620
2.618 12,462
1.618 12,365
1.000 12,305
0.618 12,268
HIGH 12,208
0.618 12,171
0.500 12,160
0.382 12,148
LOW 12,111
0.618 12,051
1.000 12,014
1.618 11,954
2.618 11,857
4.250 11,699
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 12,160 12,111
PP 12,144 12,108
S1 12,129 12,106

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

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