mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 12,189 12,200 11 0.1% 11,751
High 12,218 12,215 -3 0.0% 12,053
Low 12,153 12,121 -32 -0.3% 11,690
Close 12,207 12,194 -13 -0.1% 12,045
Range 65 94 29 44.6% 363
ATR 104 103 -1 -0.7% 0
Volume 108,339 115,950 7,611 7.0% 482,047
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,459 12,420 12,246
R3 12,365 12,326 12,220
R2 12,271 12,271 12,211
R1 12,232 12,232 12,203 12,205
PP 12,177 12,177 12,177 12,163
S1 12,138 12,138 12,186 12,111
S2 12,083 12,083 12,177
S3 11,989 12,044 12,168
S4 11,895 11,950 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 12,218 11,980 238 2.0% 87 0.7% 90% False False 93,009
10 12,218 11,690 528 4.3% 114 0.9% 95% False False 103,919
20 12,218 11,627 591 4.8% 106 0.9% 96% False False 102,063
40 12,218 11,353 865 7.1% 95 0.8% 97% False False 86,238
60 12,218 10,855 1,363 11.2% 109 0.9% 98% False False 63,153
80 12,218 10,794 1,424 11.7% 113 0.9% 98% False False 47,381
100 12,218 10,512 1,706 14.0% 117 1.0% 99% False False 37,916
120 12,218 9,790 2,428 19.9% 110 0.9% 99% False False 31,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,615
2.618 12,461
1.618 12,367
1.000 12,309
0.618 12,273
HIGH 12,215
0.618 12,179
0.500 12,168
0.382 12,157
LOW 12,121
0.618 12,063
1.000 12,027
1.618 11,969
2.618 11,875
4.250 11,722
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 12,185 12,182
PP 12,177 12,171
S1 12,168 12,159

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

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