mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 12,007 12,046 39 0.3% 11,751
High 12,053 12,141 88 0.7% 12,053
Low 11,980 12,035 55 0.5% 11,690
Close 12,045 12,108 63 0.5% 12,045
Range 73 106 33 45.2% 363
ATR 107 107 0 -0.1% 0
Volume 80,162 78,404 -1,758 -2.2% 482,047
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,413 12,366 12,166
R3 12,307 12,260 12,137
R2 12,201 12,201 12,128
R1 12,154 12,154 12,118 12,178
PP 12,095 12,095 12,095 12,106
S1 12,048 12,048 12,098 12,072
S2 11,989 11,989 12,089
S3 11,883 11,942 12,079
S4 11,777 11,836 12,050
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 13,018 12,895 12,245
R3 12,655 12,532 12,145
R2 12,292 12,292 12,112
R1 12,169 12,169 12,078 12,231
PP 11,929 11,929 11,929 11,960
S1 11,806 11,806 12,012 11,868
S2 11,566 11,566 11,979
S3 11,203 11,443 11,945
S4 10,840 11,080 11,845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,141 11,832 309 2.6% 103 0.8% 89% True False 89,315
10 12,141 11,690 451 3.7% 111 0.9% 93% True False 105,715
20 12,141 11,520 621 5.1% 109 0.9% 95% True False 101,199
40 12,141 11,288 853 7.0% 96 0.8% 96% True False 85,184
60 12,141 10,855 1,286 10.6% 111 0.9% 97% True False 58,048
80 12,141 10,794 1,347 11.1% 115 1.0% 98% True False 43,552
100 12,141 10,412 1,729 14.3% 117 1.0% 98% True False 34,852
120 12,141 9,790 2,351 19.4% 108 0.9% 99% True False 29,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,592
2.618 12,419
1.618 12,313
1.000 12,247
0.618 12,207
HIGH 12,141
0.618 12,101
0.500 12,088
0.382 12,076
LOW 12,035
0.618 11,970
1.000 11,929
1.618 11,864
2.618 11,758
4.250 11,585
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 12,101 12,084
PP 12,095 12,061
S1 12,088 12,037

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

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