mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 12,140 12,148 8 0.1% 11,998
High 12,166 12,219 53 0.4% 12,187
Low 12,103 12,142 39 0.3% 11,974
Close 12,136 12,187 51 0.4% 12,176
Range 63 77 14 22.2% 213
ATR 89 89 0 -0.5% 0
Volume 56 77 21 37.5% 225
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,414 12,377 12,229
R3 12,337 12,300 12,208
R2 12,260 12,260 12,201
R1 12,223 12,223 12,194 12,242
PP 12,183 12,183 12,183 12,192
S1 12,146 12,146 12,180 12,165
S2 12,106 12,106 12,173
S3 12,029 12,069 12,166
S4 11,952 11,992 12,145
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,751 12,677 12,293
R3 12,538 12,464 12,235
R2 12,325 12,325 12,215
R1 12,251 12,251 12,196 12,288
PP 12,112 12,112 12,112 12,131
S1 12,038 12,038 12,157 12,075
S2 11,899 11,899 12,137
S3 11,686 11,825 12,118
S4 11,473 11,612 12,059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,219 12,058 161 1.3% 81 0.7% 80% True False 69
10 12,219 11,872 347 2.8% 82 0.7% 91% True False 44
20 12,219 11,634 585 4.8% 96 0.8% 95% True False 49
40 12,219 11,387 832 6.8% 84 0.7% 96% True False 34
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 20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,546
2.618 12,421
1.618 12,344
1.000 12,296
0.618 12,267
HIGH 12,219
0.618 12,190
0.500 12,181
0.382 12,172
LOW 12,142
0.618 12,095
1.000 12,065
1.618 12,018
2.618 11,941
4.250 11,815
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 12,185 12,178
PP 12,183 12,170
S1 12,181 12,161

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

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