mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 12,096 12,033 -63 -0.5% 12,371
High 12,134 12,140 6 0.0% 12,376
Low 11,964 12,012 48 0.4% 11,964
Close 12,037 12,110 73 0.6% 12,110
Range 170 128 -42 -24.7% 412
ATR 117 118 1 0.7% 0
Volume 154,384 89,786 -64,598 -41.8% 402,292
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,471 12,419 12,181
R3 12,343 12,291 12,145
R2 12,215 12,215 12,134
R1 12,163 12,163 12,122 12,189
PP 12,087 12,087 12,087 12,101
S1 12,035 12,035 12,098 12,061
S2 11,959 11,959 12,087
S3 11,831 11,907 12,075
S4 11,703 11,779 12,040
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 13,386 13,160 12,337
R3 12,974 12,748 12,223
R2 12,562 12,562 12,186
R1 12,336 12,336 12,148 12,243
PP 12,150 12,150 12,150 12,104
S1 11,924 11,924 12,072 11,831
S2 11,738 11,738 12,035
S3 11,326 11,512 11,997
S4 10,914 11,100 11,884
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% 163 1.3% 35% False False 96,182
10 12,379 11,964 415 3.4% 124 1.0% 35% False False 97,205
20 12,379 11,690 689 5.7% 119 1.0% 61% False False 100,562
40 12,379 11,467 912 7.5% 109 0.9% 71% False False 96,257
60 12,379 10,909 1,470 12.1% 105 0.9% 82% False False 79,340
80 12,379 10,855 1,524 12.6% 112 0.9% 82% False False 59,522
100 12,379 10,633 1,746 14.4% 116 1.0% 85% False False 47,630
120 12,379 10,206 2,173 17.9% 113 0.9% 88% False False 39,698
Crabel Price Patterns
NR True
NR4 True
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 27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,684
2.618 12,475
1.618 12,347
1.000 12,268
0.618 12,219
HIGH 12,140
0.618 12,091
0.500 12,076
0.382 12,061
LOW 12,012
0.618 11,933
1.000 11,884
1.618 11,805
2.618 11,677
4.250 11,468
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 12,099 12,107
PP 12,087 12,103
S1 12,076 12,100

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

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