mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 12,250 12,288 38 0.3% 12,241
High 12,310 12,379 69 0.6% 12,379
Low 12,224 12,272 48 0.4% 12,167
Close 12,288 12,375 87 0.7% 12,375
Range 86 107 21 24.4% 212
ATR 97 98 1 0.7% 0
Volume 103,622 78,622 -25,000 -24.1% 479,211
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,663 12,626 12,434
R3 12,556 12,519 12,405
R2 12,449 12,449 12,395
R1 12,412 12,412 12,385 12,431
PP 12,342 12,342 12,342 12,351
S1 12,305 12,305 12,365 12,324
S2 12,235 12,235 12,356
S3 12,128 12,198 12,346
S4 12,021 12,091 12,316
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,943 12,871 12,492
R3 12,731 12,659 12,433
R2 12,519 12,519 12,414
R1 12,447 12,447 12,395 12,483
PP 12,307 12,307 12,307 12,325
S1 12,235 12,235 12,356 12,271
S2 12,095 12,095 12,336
S3 11,883 12,023 12,317
S4 11,671 11,811 12,259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,379 12,167 212 1.7% 83 0.7% 98% True False 95,842
10 12,379 12,035 344 2.8% 90 0.7% 99% True False 95,464
20 12,379 11,690 689 5.6% 102 0.8% 99% True False 102,036
40 12,379 11,453 926 7.5% 97 0.8% 100% True False 89,457
60 12,379 10,855 1,524 12.3% 103 0.8% 100% True False 72,641
80 12,379 10,855 1,524 12.3% 110 0.9% 100% True False 54,498
100 12,379 10,575 1,804 14.6% 114 0.9% 100% True False 43,609
120 12,379 9,814 2,565 20.7% 110 0.9% 100% True False 36,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,834
2.618 12,659
1.618 12,552
1.000 12,486
0.618 12,445
HIGH 12,379
0.618 12,338
0.500 12,326
0.382 12,313
LOW 12,272
0.618 12,206
1.000 12,165
1.618 12,099
2.618 11,992
4.250 11,817
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 12,359 12,346
PP 12,342 12,316
S1 12,326 12,287

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

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