mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 12,033 12,112 79 0.7% 12,371
High 12,140 12,235 95 0.8% 12,376
Low 12,012 12,067 55 0.5% 11,964
Close 12,110 12,214 104 0.9% 12,110
Range 128 168 40 31.3% 412
ATR 118 121 4 3.1% 0
Volume 89,786 90,372 586 0.7% 402,292
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,676 12,613 12,307
R3 12,508 12,445 12,260
R2 12,340 12,340 12,245
R1 12,277 12,277 12,230 12,309
PP 12,172 12,172 12,172 12,188
S1 12,109 12,109 12,199 12,141
S2 12,004 12,004 12,183
S3 11,836 11,941 12,168
S4 11,668 11,773 12,122
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 12,376 11,964 412 3.4% 175 1.4% 61% False False 98,532
10 12,379 11,964 415 3.4% 129 1.1% 60% False False 97,187
20 12,379 11,690 689 5.6% 117 1.0% 76% False False 96,467
40 12,379 11,467 912 7.5% 112 0.9% 82% False False 97,553
60 12,379 11,145 1,234 10.1% 103 0.8% 87% False False 80,844
80 12,379 10,855 1,524 12.5% 113 0.9% 89% False False 60,651
100 12,379 10,754 1,625 13.3% 116 0.9% 90% False False 48,533
120 12,379 10,263 2,116 17.3% 115 0.9% 92% False False 40,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,949
2.618 12,675
1.618 12,507
1.000 12,403
0.618 12,339
HIGH 12,235
0.618 12,171
0.500 12,151
0.382 12,131
LOW 12,067
0.618 11,963
1.000 11,899
1.618 11,795
2.618 11,627
4.250 11,353
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 12,193 12,176
PP 12,172 12,138
S1 12,151 12,100

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

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