mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 12,180 12,096 -84 -0.7% 12,241
High 12,236 12,134 -102 -0.8% 12,379
Low 12,045 11,964 -81 -0.7% 12,167
Close 12,094 12,037 -57 -0.5% 12,375
Range 191 170 -21 -11.0% 212
ATR 113 117 4 3.6% 0
Volume 158,122 154,384 -3,738 -2.4% 479,211
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,555 12,466 12,131
R3 12,385 12,296 12,084
R2 12,215 12,215 12,068
R1 12,126 12,126 12,053 12,086
PP 12,045 12,045 12,045 12,025
S1 11,956 11,956 12,022 11,916
S2 11,875 11,875 12,006
S3 11,705 11,786 11,990
S4 11,535 11,616 11,944
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 11,964 415 3.4% 155 1.3% 18% False True 98,950
10 12,379 11,964 415 3.4% 121 1.0% 18% False True 99,821
20 12,379 11,690 689 5.7% 116 1.0% 50% False False 100,631
40 12,379 11,467 912 7.6% 107 0.9% 63% False False 94,772
60 12,379 10,870 1,509 12.5% 105 0.9% 77% False False 77,846
80 12,379 10,855 1,524 12.7% 113 0.9% 78% False False 58,400
100 12,379 10,575 1,804 15.0% 116 1.0% 81% False False 46,733
120 12,379 10,206 2,173 18.1% 112 0.9% 84% False False 38,950
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,857
2.618 12,579
1.618 12,409
1.000 12,304
0.618 12,239
HIGH 12,134
0.618 12,069
0.500 12,049
0.382 12,029
LOW 11,964
0.618 11,859
1.000 11,794
1.618 11,689
2.618 11,519
4.250 11,242
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 12,049 12,170
PP 12,045 12,126
S1 12,041 12,081

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

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