mini-sized Dow ($5) Future September 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	12,163	12,226	63	0.5%	11,937
High	12,251	12,251	0	0.0%	12,130
Low	12,145	12,195	50	0.4%	11,740
Close	12,218	12,185	-33	-0.3%	12,107
Range	106	56	-50	-47.2%	390
ATR
Volume	96	152	56	58.3%	101

Daily Pivots for day following 31-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,378	12,338	12,216
R3	12,322	12,282	12,201
R2	12,266	12,266	12,195
R1	12,226	12,226	12,190	12,218
PP	12,210	12,210	12,210	12,207
S1	12,170	12,170	12,180	12,162
S2	12,154	12,154	12,175
S3	12,098	12,114	12,170
S4	12,042	12,058	12,154

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,162	13,025	12,322
R3	12,772	12,635	12,214
R2	12,382	12,382	12,179
R1	12,245	12,245	12,143	12,314
PP	11,992	11,992	11,992	12,027
S1	11,855	11,855	12,071	11,924
S2	11,602	11,602	12,036
S3	11,212	11,465	12,000
S4	10,822	11,075	11,893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,251	12,048	203	1.7%	88	0.7%	67%	True	False	77
10	12,251	11,704	547	4.5%	102	0.8%	88%	True	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	25
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	12,489
2.618	12,398
1.618	12,342
1.000	12,307
0.618	12,286
HIGH	12,251
0.618	12,230
0.500	12,223
0.382	12,217
LOW	12,195
0.618	12,161
1.000	12,139
1.618	12,105
2.618	12,049
4.250	11,957

Fisher Pivots for day following 31-Mar-2011
Pivot	1 day	3 day
R1	12,223	12,173
PP	12,210	12,161
S1	12,198	12,150

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols