mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	11,983	12,007	24	0.2%	11,751
High	12,034	12,053	19	0.2%	12,053
Low	11,933	11,980	47	0.4%	11,690
Close	12,009	12,045	36	0.3%	12,045
Range	101	73	-28	-27.7%	363
ATR	110	107	-3	-2.4%	0
Volume	98,505	80,162	-18,343	-18.6%	482,047

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,245	12,218	12,085
R3	12,172	12,145	12,065
R2	12,099	12,099	12,059
R1	12,072	12,072	12,052	12,086
PP	12,026	12,026	12,026	12,033
S1	11,999	11,999	12,038	12,013
S2	11,953	11,953	12,032
S3	11,880	11,926	12,025
S4	11,807	11,853	12,005

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	12,053	11,690	363	3.0%	114	0.9%	98%	True	False	96,409
10	12,053	11,690	363	3.0%	114	0.9%	98%	True	False	108,607
20	12,053	11,520	533	4.4%	110	0.9%	98%	True	False	103,096
40	12,053	11,265	788	6.5%	96	0.8%	99%	True	False	84,494
60	12,053	10,855	1,198	9.9%	111	0.9%	99%	True	False	56,742
80	12,053	10,794	1,259	10.5%	116	1.0%	99%	True	False	42,572
100	12,053	10,350	1,703	14.1%	117	1.0%	100%	True	False	34,068
120	12,053	9,790	2,263	18.8%	107	0.9%	100%	True	False	28,391

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,363
2.618	12,244
1.618	12,171
1.000	12,126
0.618	12,098
HIGH	12,053
0.618	12,025
0.500	12,017
0.382	12,008
LOW	11,980
0.618	11,935
1.000	11,907
1.618	11,862
2.618	11,789
4.250	11,670

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	12,036	12,028
PP	12,026	12,010
S1	12,017	11,993

Download as Excel Spreadsheet

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

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