mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 11,841 11,968 127 1.1% 11,814
High 12,001 12,010 9 0.1% 11,972
Low 11,832 11,946 114 1.0% 11,753
Close 11,973 11,985 12 0.1% 11,775
Range 169 64 -105 -62.1% 219
ATR 114 111 -4 -3.1% 0
Volume 116,264 73,240 -43,024 -37.0% 604,027
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,172 12,143 12,020
R3 12,108 12,079 12,003
R2 12,044 12,044 11,997
R1 12,015 12,015 11,991 12,030
PP 11,980 11,980 11,980 11,988
S1 11,951 11,951 11,979 11,966
S2 11,916 11,916 11,973
S3 11,852 11,887 11,968
S4 11,788 11,823 11,950
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 12,010 11,690 320 2.7% 133 1.1% 92% True False 113,362
10 12,010 11,690 320 2.7% 118 1.0% 92% True False 110,689
20 12,010 11,520 490 4.1% 113 0.9% 95% True False 103,782
40 12,010 11,216 794 6.6% 97 0.8% 97% True False 80,590
60 12,010 10,855 1,155 9.6% 111 0.9% 98% True False 53,766
80 12,010 10,787 1,223 10.2% 116 1.0% 98% True False 40,341
100 12,010 10,350 1,660 13.9% 117 1.0% 98% True False 32,281
120 12,010 9,790 2,220 18.5% 106 0.9% 99% True False 26,902
Crabel Price Patterns
NR True
NR4 True
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 23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,282
2.618 12,178
1.618 12,114
1.000 12,074
0.618 12,050
HIGH 12,010
0.618 11,986
0.500 11,978
0.382 11,971
LOW 11,946
0.618 11,907
1.000 11,882
1.618 11,843
2.618 11,779
4.250 11,674
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 11,983 11,940
PP 11,980 11,895
S1 11,978 11,850

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

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