mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 12,226 12,203 -23 -0.2% 12,046
High 12,237 12,283 46 0.4% 12,253
Low 12,167 12,194 27 0.2% 12,035
Close 12,202 12,252 50 0.4% 12,241
Range 70 89 19 27.1% 218
ATR 99 98 -1 -0.7% 0
Volume 105,995 122,021 16,026 15.1% 475,437
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,510 12,470 12,301
R3 12,421 12,381 12,277
R2 12,332 12,332 12,268
R1 12,292 12,292 12,260 12,312
PP 12,243 12,243 12,243 12,253
S1 12,203 12,203 12,244 12,223
S2 12,154 12,154 12,236
S3 12,065 12,114 12,228
S4 11,976 12,025 12,203
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 12,283 12,121 162 1.3% 87 0.7% 81% True False 100,693
10 12,283 11,933 350 2.9% 88 0.7% 91% True False 95,107
20 12,283 11,690 593 4.8% 103 0.8% 95% True False 102,898
40 12,283 11,402 881 7.2% 95 0.8% 96% True False 87,207
60 12,283 10,855 1,428 11.7% 106 0.9% 98% True False 69,606
80 12,283 10,855 1,428 11.7% 110 0.9% 98% True False 52,221
100 12,283 10,575 1,708 13.9% 115 0.9% 98% True False 41,788
120 12,283 9,808 2,475 20.2% 111 0.9% 99% True False 34,827
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 24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,661
2.618 12,516
1.618 12,427
1.000 12,372
0.618 12,338
HIGH 12,283
0.618 12,249
0.500 12,239
0.382 12,228
LOW 12,194
0.618 12,139
1.000 12,105
1.618 12,050
2.618 11,961
4.250 11,816
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 12,248 12,243
PP 12,243 12,234
S1 12,239 12,225

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

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