mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 11,934 11,751 -183 -1.5% 11,814
High 11,965 11,851 -114 -1.0% 11,972
Low 11,753 11,690 -63 -0.5% 11,753
Close 11,775 11,840 65 0.6% 11,775
Range 212 161 -51 -24.1% 219
ATR 106 110 4 3.7% 0
Volume 172,262 113,876 -58,386 -33.9% 604,027
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,277 12,219 11,929
R3 12,116 12,058 11,884
R2 11,955 11,955 11,870
R1 11,897 11,897 11,855 11,926
PP 11,794 11,794 11,794 11,808
S1 11,736 11,736 11,825 11,765
S2 11,633 11,633 11,811
S3 11,472 11,575 11,796
S4 11,311 11,414 11,752
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,490 12,352 11,896
R3 12,271 12,133 11,835
R2 12,052 12,052 11,815
R1 11,914 11,914 11,795 11,874
PP 11,833 11,833 11,833 11,813
S1 11,695 11,695 11,755 11,655
S2 11,614 11,614 11,735
S3 11,395 11,476 11,715
S4 11,176 11,257 11,655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,972 11,690 282 2.4% 119 1.0% 53% False True 122,116
10 11,972 11,688 284 2.4% 116 1.0% 54% False False 111,105
20 11,972 11,520 452 3.8% 110 0.9% 71% False False 102,789
40 11,972 11,216 756 6.4% 96 0.8% 83% False False 75,874
60 11,972 10,855 1,117 9.4% 112 0.9% 88% False False 50,609
80 11,972 10,754 1,218 10.3% 117 1.0% 89% False False 37,972
100 11,972 10,263 1,709 14.4% 116 1.0% 92% False False 30,387
120 11,972 9,790 2,182 18.4% 104 0.9% 94% False False 25,323
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 True
Bull Hook False
Stretch 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,535
2.618 12,273
1.618 12,112
1.000 12,012
0.618 11,951
HIGH 11,851
0.618 11,790
0.500 11,771
0.382 11,752
LOW 11,690
0.618 11,591
1.000 11,529
1.618 11,430
2.618 11,269
4.250 11,006
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 11,817 11,837
PP 11,794 11,834
S1 11,771 11,831

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

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