mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 12,136 12,130 -6 0.0% 11,680
High 12,152 12,149 -3 0.0% 11,986
Low 12,092 12,058 -34 -0.3% 11,636
Close 12,142 12,129 -13 -0.1% 11,980
Range 60 91 31 51.7% 350
ATR 92 92 0 -0.1% 0
Volume 39 106 67 171.8% 291
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,385 12,348 12,179
R3 12,294 12,257 12,154
R2 12,203 12,203 12,146
R1 12,166 12,166 12,137 12,139
PP 12,112 12,112 12,112 12,099
S1 12,075 12,075 12,121 12,048
S2 12,021 12,021 12,112
S3 11,930 11,984 12,104
S4 11,839 11,893 12,079
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 11,918 234 1.9% 82 0.7% 90% False False 37
10 12,152 11,636 516 4.3% 108 0.9% 96% False False 50
20 12,152 11,573 579 4.8% 99 0.8% 96% False False 42
40 12,152 11,336 816 6.7% 80 0.7% 97% False False 29
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,536
2.618 12,387
1.618 12,296
1.000 12,240
0.618 12,205
HIGH 12,149
0.618 12,114
0.500 12,104
0.382 12,093
LOW 12,058
0.618 12,002
1.000 11,967
1.618 11,911
2.618 11,820
4.250 11,671
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 12,121 12,118
PP 12,112 12,107
S1 12,104 12,096

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

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