mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 12,221 12,288 67 0.5% 11,808
High 12,321 12,320 -1 0.0% 12,196
Low 12,212 12,252 40 0.3% 11,802
Close 12,286 12,252 -34 -0.3% 12,170
Range 109 68 -41 -37.6% 394
ATR 157 151 -6 -4.0% 0
Volume 65,397 74,358 8,961 13.7% 511,412
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,479 12,433 12,290
R3 12,411 12,365 12,271
R2 12,343 12,343 12,265
R1 12,297 12,297 12,258 12,286
PP 12,275 12,275 12,275 12,269
S1 12,229 12,229 12,246 12,218
S2 12,207 12,207 12,240
S3 12,139 12,161 12,233
S4 12,071 12,093 12,215
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 12,321 12,107 214 1.7% 98 0.8% 68% False False 79,352
10 12,321 11,656 665 5.4% 125 1.0% 90% False False 93,139
20 12,321 11,451 870 7.1% 175 1.4% 92% False False 93,153
40 12,321 11,451 870 7.1% 149 1.2% 92% False False 46,657
60 12,321 11,451 870 7.1% 134 1.1% 92% False False 31,116
80 12,321 11,200 1,121 9.1% 112 0.9% 94% False False 23,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,609
2.618 12,498
1.618 12,430
1.000 12,388
0.618 12,362
HIGH 12,320
0.618 12,294
0.500 12,286
0.382 12,278
LOW 12,252
0.618 12,210
1.000 12,184
1.618 12,142
2.618 12,074
4.250 11,963
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 12,286 12,240
PP 12,275 12,227
S1 12,263 12,215

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

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