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

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

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