mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 12,288 12,371 83 0.7% 12,241
High 12,379 12,376 -3 0.0% 12,379
Low 12,272 12,157 -115 -0.9% 12,167
Close 12,375 12,195 -180 -1.5% 12,375
Range 107 219 112 104.7% 212
ATR 98 107 9 8.8% 0
Volume 78,622 0 -78,622 -100.0% 479,211
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,900 12,766 12,316
R3 12,681 12,547 12,255
R2 12,462 12,462 12,235
R1 12,328 12,328 12,215 12,286
PP 12,243 12,243 12,243 12,221
S1 12,109 12,109 12,175 12,067
S2 12,024 12,024 12,155
S3 11,805 11,890 12,135
S4 11,586 11,671 12,075
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 12,157 222 1.8% 114 0.9% 17% False True 82,052
10 12,379 12,100 279 2.3% 101 0.8% 34% False False 87,624
20 12,379 11,690 689 5.6% 106 0.9% 73% False False 96,669
40 12,379 11,453 926 7.6% 101 0.8% 80% False False 88,615
60 12,379 10,855 1,524 12.5% 104 0.9% 88% False False 72,640
80 12,379 10,855 1,524 12.5% 111 0.9% 88% False False 54,497
100 12,379 10,575 1,804 14.8% 115 0.9% 90% False False 43,609
120 12,379 9,990 2,389 19.6% 111 0.9% 92% False False 36,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 13,307
2.618 12,949
1.618 12,730
1.000 12,595
0.618 12,511
HIGH 12,376
0.618 12,292
0.500 12,267
0.382 12,241
LOW 12,157
0.618 12,022
1.000 11,938
1.618 11,803
2.618 11,584
4.250 11,226
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 12,267 12,268
PP 12,243 12,244
S1 12,219 12,219

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

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