The problem is because some how, your crono can not reach the 'cron.php', they are other ways to make this work, but if not, then you can try a very simple trick.
1. Trough your SSH Client, type and run... 'php -v', if you can read the version of the php you are using in your hosting or server that means you can run php from the command line, now...
2. You have to give the read/write/exec to the 'cron.php' inside of the folder 'periodic' in your Dolphin installation using 'chmod 777 cron.php', after that...
3. When you setup the cronojob, use:
php -q /home/SITEDIR/public_html/periodic/cron.php
instead of:
/usr/local/bin/php -q /home/SITEDIR/public_html/periodic/cron.php
After that, you will see everything working as should be... i hope!
Just remember that you have to use the path to 'cron.php, ans replace '/home/SITEDIR/public_html/', because every hosted provider use diferent configurations, an this sample I give you is for linux.
By example, the path provided in the sample, that one is an standard for a regular linux installation, but by example is your provider use Plesk, then the path es different, something like:
/var/www/vhosts/YOURDOMAIN.com/httpdocs
In this case you have to use the comand like this:
php -q /var/www/vhosts/YOURDOMAIN.com/httpdocs/periodic/cron.php
So, just be sure about your paths and sorry by my english, I hope this can be helpful for you.