mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 12,046 12,102 56 0.5% 11,751
High 12,141 12,198 57 0.5% 12,053
Low 12,035 12,100 65 0.5% 11,690
Close 12,108 12,196 88 0.7% 12,045
Range 106 98 -8 -7.5% 363
ATR 107 107 -1 -0.6% 0
Volume 78,404 82,193 3,789 4.8% 482,047
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,459 12,425 12,250
R3 12,361 12,327 12,223
R2 12,263 12,263 12,214
R1 12,229 12,229 12,205 12,246
PP 12,165 12,165 12,165 12,173
S1 12,131 12,131 12,187 12,148
S2 12,067 12,067 12,178
S3 11,969 12,033 12,169
S4 11,871 11,935 12,142
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 12,198 11,933 265 2.2% 89 0.7% 99% True False 82,500
10 12,198 11,690 508 4.2% 111 0.9% 100% True False 100,589
20 12,198 11,575 623 5.1% 108 0.9% 100% True False 100,225
40 12,198 11,316 882 7.2% 97 0.8% 100% True False 85,709
60 12,198 10,855 1,343 11.0% 111 0.9% 100% True False 59,417
80 12,198 10,794 1,404 11.5% 115 0.9% 100% True False 44,579
100 12,198 10,432 1,766 14.5% 117 1.0% 100% True False 35,674
120 12,198 9,790 2,408 19.7% 109 0.9% 100% True False 29,729
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,615
2.618 12,455
1.618 12,357
1.000 12,296
0.618 12,259
HIGH 12,198
0.618 12,161
0.500 12,149
0.382 12,138
LOW 12,100
0.618 12,040
1.000 12,002
1.618 11,942
2.618 11,844
4.250 11,684
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 12,180 12,160
PP 12,165 12,125
S1 12,149 12,089

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

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