mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 12,102 12,189 87 0.7% 11,751
High 12,198 12,218 20 0.2% 12,053
Low 12,100 12,153 53 0.4% 11,690
Close 12,196 12,207 11 0.1% 12,045
Range 98 65 -33 -33.7% 363
ATR 107 104 -3 -2.8% 0
Volume 82,193 108,339 26,146 31.8% 482,047
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,388 12,362 12,243
R3 12,323 12,297 12,225
R2 12,258 12,258 12,219
R1 12,232 12,232 12,213 12,245
PP 12,193 12,193 12,193 12,199
S1 12,167 12,167 12,201 12,180
S2 12,128 12,128 12,195
S3 12,063 12,102 12,189
S4 11,998 12,037 12,171
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 12,218 11,933 285 2.3% 89 0.7% 96% True False 89,520
10 12,218 11,690 528 4.3% 111 0.9% 98% True False 101,441
20 12,218 11,605 613 5.0% 107 0.9% 98% True False 100,639
40 12,218 11,349 869 7.1% 96 0.8% 99% True False 85,940
60 12,218 10,855 1,363 11.2% 110 0.9% 99% True False 61,222
80 12,218 10,794 1,424 11.7% 114 0.9% 99% True False 45,932
100 12,218 10,476 1,742 14.3% 117 1.0% 99% True False 36,757
120 12,218 9,790 2,428 19.9% 110 0.9% 100% True False 30,632
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,494
2.618 12,388
1.618 12,323
1.000 12,283
0.618 12,258
HIGH 12,218
0.618 12,193
0.500 12,186
0.382 12,178
LOW 12,153
0.618 12,113
1.000 12,088
1.618 12,048
2.618 11,983
4.250 11,877
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 12,200 12,180
PP 12,193 12,153
S1 12,186 12,127

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

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