mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 12,042 12,136 94 0.8% 11,680
High 12,131 12,152 21 0.2% 11,986
Low 12,040 12,092 52 0.4% 11,636
Close 12,131 12,142 11 0.1% 11,980
Range 91 60 -31 -34.1% 350
ATR 94 92 -2 -2.6% 0
Volume 27 39 12 44.4% 291
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,309 12,285 12,175
R3 12,249 12,225 12,159
R2 12,189 12,189 12,153
R1 12,165 12,165 12,148 12,177
PP 12,129 12,129 12,129 12,135
S1 12,105 12,105 12,137 12,117
S2 12,069 12,069 12,131
S3 12,009 12,045 12,126
S4 11,949 11,985 12,109
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 12,152 11,872 280 2.3% 83 0.7% 96% True False 18
10 12,152 11,636 516 4.2% 104 0.9% 98% True False 41
20 12,152 11,561 591 4.9% 99 0.8% 98% True False 38
40 12,152 11,336 816 6.7% 78 0.6% 99% True False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,407
2.618 12,309
1.618 12,249
1.000 12,212
0.618 12,189
HIGH 12,152
0.618 12,129
0.500 12,122
0.382 12,115
LOW 12,092
0.618 12,055
1.000 12,032
1.618 11,995
2.618 11,935
4.250 11,837
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 12,135 12,116
PP 12,129 12,089
S1 12,122 12,063

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

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