mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 11,998 12,042 44 0.4% 11,680
High 12,075 12,131 56 0.5% 11,986
Low 11,974 12,040 66 0.6% 11,636
Close 12,043 12,131 88 0.7% 11,980
Range 101 91 -10 -9.9% 350
ATR 95 94 0 -0.3% 0
Volume 5 27 22 440.0% 291
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,374 12,343 12,181
R3 12,283 12,252 12,156
R2 12,192 12,192 12,148
R1 12,161 12,161 12,139 12,177
PP 12,101 12,101 12,101 12,108
S1 12,070 12,070 12,123 12,086
S2 12,010 12,010 12,114
S3 11,919 11,979 12,106
S4 11,828 11,888 12,081
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,917 12,799 12,173
R3 12,567 12,449 12,076
R2 12,217 12,217 12,044
R1 12,099 12,099 12,012 12,158
PP 11,867 11,867 11,867 11,897
S1 11,749 11,749 11,948 11,808
S2 11,517 11,517 11,916
S3 11,167 11,399 11,884
S4 10,817 11,049 11,788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,131 11,872 259 2.1% 83 0.7% 100% True False 40
10 12,131 11,636 495 4.1% 104 0.9% 100% True False 43
20 12,131 11,521 610 5.0% 100 0.8% 100% True False 36
40 12,131 11,293 838 6.9% 78 0.6% 100% True False 26
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,518
2.618 12,369
1.618 12,278
1.000 12,222
0.618 12,187
HIGH 12,131
0.618 12,096
0.500 12,086
0.382 12,075
LOW 12,040
0.618 11,984
1.000 11,949
1.618 11,893
2.618 11,802
4.250 11,653
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 12,116 12,096
PP 12,101 12,060
S1 12,086 12,025

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

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