mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 12,241 12,226 -15 -0.1% 12,046
High 12,268 12,237 -31 -0.3% 12,253
Low 12,208 12,167 -41 -0.3% 12,035
Close 12,224 12,202 -22 -0.2% 12,241
Range 60 70 10 16.7% 218
ATR 101 99 -2 -2.2% 0
Volume 68,951 105,995 37,044 53.7% 475,437
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,412 12,377 12,241
R3 12,342 12,307 12,221
R2 12,272 12,272 12,215
R1 12,237 12,237 12,209 12,220
PP 12,202 12,202 12,202 12,193
S1 12,167 12,167 12,196 12,150
S2 12,132 12,132 12,189
S3 12,062 12,097 12,183
S4 11,992 12,027 12,164
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 12,121 147 1.2% 83 0.7% 55% False False 97,957
10 12,268 11,933 335 2.7% 86 0.7% 80% False False 90,229
20 12,268 11,690 578 4.7% 103 0.8% 89% False False 102,030
40 12,268 11,378 890 7.3% 95 0.8% 93% False False 86,034
60 12,268 10,855 1,413 11.6% 106 0.9% 95% False False 67,573
80 12,268 10,855 1,413 11.6% 110 0.9% 95% False False 50,697
100 12,268 10,534 1,734 14.2% 116 0.9% 96% False False 40,568
120 12,268 9,808 2,460 20.2% 111 0.9% 97% False False 33,811
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,535
2.618 12,420
1.618 12,350
1.000 12,307
0.618 12,280
HIGH 12,237
0.618 12,210
0.500 12,202
0.382 12,194
LOW 12,167
0.618 12,124
1.000 12,097
1.618 12,054
2.618 11,984
4.250 11,870
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 12,202 12,201
PP 12,202 12,200
S1 12,202 12,199

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

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