mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 12,200 12,189 -11 -0.1% 12,046
High 12,215 12,253 38 0.3% 12,253
Low 12,121 12,130 9 0.1% 12,035
Close 12,194 12,241 47 0.4% 12,241
Range 94 123 29 30.9% 218
ATR 103 104 1 1.4% 0
Volume 115,950 90,551 -25,399 -21.9% 475,437
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,577 12,532 12,309
R3 12,454 12,409 12,275
R2 12,331 12,331 12,264
R1 12,286 12,286 12,252 12,309
PP 12,208 12,208 12,208 12,219
S1 12,163 12,163 12,230 12,186
S2 12,085 12,085 12,219
S3 11,962 12,040 12,207
S4 11,839 11,917 12,173
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,830 12,754 12,361
R3 12,612 12,536 12,301
R2 12,394 12,394 12,281
R1 12,318 12,318 12,261 12,356
PP 12,176 12,176 12,176 12,196
S1 12,100 12,100 12,221 12,138
S2 11,958 11,958 12,201
S3 11,740 11,882 12,181
S4 11,522 11,664 12,121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,253 12,035 218 1.8% 97 0.8% 94% True False 95,087
10 12,253 11,690 563 4.6% 106 0.9% 98% True False 95,748
20 12,253 11,627 626 5.1% 109 0.9% 98% True False 102,183
40 12,253 11,353 900 7.4% 96 0.8% 99% True False 85,708
60 12,253 10,855 1,398 11.4% 108 0.9% 99% True False 64,661
80 12,253 10,841 1,412 11.5% 112 0.9% 99% True False 48,512
100 12,253 10,512 1,741 14.2% 117 1.0% 99% True False 38,821
120 12,253 9,790 2,463 20.1% 111 0.9% 100% True False 32,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,776
2.618 12,575
1.618 12,452
1.000 12,376
0.618 12,329
HIGH 12,253
0.618 12,206
0.500 12,192
0.382 12,177
LOW 12,130
0.618 12,054
1.000 12,007
1.618 11,931
2.618 11,808
4.250 11,607
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 12,225 12,223
PP 12,208 12,205
S1 12,192 12,187

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

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