mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 12,189 12,241 52 0.4% 12,046
High 12,253 12,268 15 0.1% 12,253
Low 12,130 12,208 78 0.6% 12,035
Close 12,241 12,224 -17 -0.1% 12,241
Range 123 60 -63 -51.2% 218
ATR 104 101 -3 -3.0% 0
Volume 90,551 68,951 -21,600 -23.9% 475,437
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,413 12,379 12,257
R3 12,353 12,319 12,241
R2 12,293 12,293 12,235
R1 12,259 12,259 12,230 12,246
PP 12,233 12,233 12,233 12,227
S1 12,199 12,199 12,219 12,186
S2 12,173 12,173 12,213
S3 12,113 12,139 12,208
S4 12,053 12,079 12,191
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 12,268 12,100 168 1.4% 88 0.7% 74% True False 93,196
10 12,268 11,832 436 3.6% 95 0.8% 90% True False 91,255
20 12,268 11,688 580 4.7% 106 0.9% 92% True False 101,180
40 12,268 11,378 890 7.3% 95 0.8% 95% True False 84,920
60 12,268 10,855 1,413 11.6% 108 0.9% 97% True False 65,808
80 12,268 10,855 1,413 11.6% 111 0.9% 97% True False 49,373
100 12,268 10,512 1,756 14.4% 116 1.0% 97% True False 39,510
120 12,268 9,790 2,478 20.3% 112 0.9% 98% True False 32,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,523
2.618 12,425
1.618 12,365
1.000 12,328
0.618 12,305
HIGH 12,268
0.618 12,245
0.500 12,238
0.382 12,231
LOW 12,208
0.618 12,171
1.000 12,148
1.618 12,111
2.618 12,051
4.250 11,953
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 12,238 12,214
PP 12,233 12,204
S1 12,229 12,195

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

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