mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 11,837 11,647 -190 -1.6% 12,164
High 11,911 11,797 -114 -1.0% 12,254
Low 11,558 11,535 -23 -0.2% 11,891
Close 11,641 11,776 135 1.2% 12,065
Range 353 262 -91 -25.8% 363
ATR 183 188 6 3.1% 0
Volume 38,400 15,528 -22,872 -59.6% 630,244
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,489 12,394 11,920
R3 12,227 12,132 11,848
R2 11,965 11,965 11,824
R1 11,870 11,870 11,800 11,918
PP 11,703 11,703 11,703 11,726
S1 11,608 11,608 11,752 11,656
S2 11,441 11,441 11,728
S3 11,179 11,346 11,704
S4 10,917 11,084 11,632
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,159 12,975 12,265
R3 12,796 12,612 12,165
R2 12,433 12,433 12,132
R1 12,249 12,249 12,098 12,160
PP 12,070 12,070 12,070 12,025
S1 11,886 11,886 12,032 11,797
S2 11,707 11,707 11,999
S3 11,344 11,523 11,965
S4 10,981 11,160 11,865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,088 11,535 553 4.7% 261 2.2% 44% False True 42,244
10 12,288 11,535 753 6.4% 225 1.9% 32% False True 92,426
20 12,379 11,535 844 7.2% 198 1.7% 29% False True 98,744
40 12,379 11,535 844 7.2% 150 1.3% 29% False True 100,821
60 12,379 11,402 977 8.3% 129 1.1% 38% False False 91,053
80 12,379 10,855 1,524 12.9% 129 1.1% 60% False False 76,891
100 12,379 10,855 1,524 12.9% 128 1.1% 60% False False 61,526
120 12,379 10,575 1,804 15.3% 129 1.1% 67% False False 51,281
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 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,911
2.618 12,483
1.618 12,221
1.000 12,059
0.618 11,959
HIGH 11,797
0.618 11,697
0.500 11,666
0.382 11,635
LOW 11,535
0.618 11,373
1.000 11,273
1.618 11,111
2.618 10,849
4.250 10,422
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 11,739 11,773
PP 11,703 11,770
S1 11,666 11,767

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

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