mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 12,371 12,180 -191 -1.5% 12,241
High 12,376 12,236 -140 -1.1% 12,379
Low 12,157 12,045 -112 -0.9% 12,167
Close 12,195 12,094 -101 -0.8% 12,375
Range 219 191 -28 -12.8% 212
ATR 107 113 6 5.6% 0
Volume 0 158,122 158,122 479,211
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,698 12,587 12,199
R3 12,507 12,396 12,147
R2 12,316 12,316 12,129
R1 12,205 12,205 12,112 12,165
PP 12,125 12,125 12,125 12,105
S1 12,014 12,014 12,077 11,974
S2 11,934 11,934 12,059
S3 11,743 11,823 12,042
S4 11,552 11,632 11,989
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 12,045 334 2.8% 139 1.1% 15% False True 92,477
10 12,379 12,045 334 2.8% 111 0.9% 15% False True 95,217
20 12,379 11,690 689 5.7% 111 0.9% 59% False False 97,903
40 12,379 11,467 912 7.5% 105 0.9% 69% False False 91,726
60 12,379 10,855 1,524 12.6% 105 0.9% 81% False False 75,274
80 12,379 10,855 1,524 12.6% 112 0.9% 81% False False 56,472
100 12,379 10,575 1,804 14.9% 115 1.0% 84% False False 45,190
120 12,379 10,119 2,260 18.7% 111 0.9% 87% False False 37,664
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,048
2.618 12,736
1.618 12,545
1.000 12,427
0.618 12,354
HIGH 12,236
0.618 12,163
0.500 12,141
0.382 12,118
LOW 12,045
0.618 11,927
1.000 11,854
1.618 11,736
2.618 11,545
4.250 11,233
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 12,141 12,212
PP 12,125 12,173
S1 12,110 12,133

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

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