mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 12,203 12,250 47 0.4% 12,046
High 12,283 12,310 27 0.2% 12,253
Low 12,194 12,224 30 0.2% 12,035
Close 12,252 12,288 36 0.3% 12,241
Range 89 86 -3 -3.4% 218
ATR 98 97 -1 -0.9% 0
Volume 122,021 103,622 -18,399 -15.1% 475,437
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,532 12,496 12,335
R3 12,446 12,410 12,312
R2 12,360 12,360 12,304
R1 12,324 12,324 12,296 12,342
PP 12,274 12,274 12,274 12,283
S1 12,238 12,238 12,280 12,256
S2 12,188 12,188 12,272
S3 12,102 12,152 12,264
S4 12,016 12,066 12,241
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 12,310 12,130 180 1.5% 86 0.7% 88% True False 98,228
10 12,310 11,980 330 2.7% 87 0.7% 93% True False 95,618
20 12,310 11,690 620 5.0% 102 0.8% 96% True False 102,846
40 12,310 11,453 857 7.0% 95 0.8% 97% True False 88,488
60 12,310 10,855 1,455 11.8% 104 0.8% 98% True False 71,332
80 12,310 10,855 1,455 11.8% 110 0.9% 98% True False 53,515
100 12,310 10,575 1,735 14.1% 115 0.9% 99% True False 42,824
120 12,310 9,814 2,496 20.3% 110 0.9% 99% True False 35,691
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,676
2.618 12,535
1.618 12,449
1.000 12,396
0.618 12,363
HIGH 12,310
0.618 12,277
0.500 12,267
0.382 12,257
LOW 12,224
0.618 12,171
1.000 12,138
1.618 12,085
2.618 11,999
4.250 11,859
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 12,281 12,272
PP 12,274 12,255
S1 12,267 12,239

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

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