mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 12,232 12,295 63 0.5% 12,180
High 12,311 12,304 -7 -0.1% 12,311
Low 12,213 12,093 -120 -1.0% 12,103
Close 12,310 12,118 -192 -1.6% 12,310
Range 98 211 113 115.3% 208
ATR 89 98 9 10.3% 0
Volume 53 92 39 73.6% 465
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,805 12,672 12,234
R3 12,594 12,461 12,176
R2 12,383 12,383 12,157
R1 12,250 12,250 12,137 12,211
PP 12,172 12,172 12,172 12,152
S1 12,039 12,039 12,099 12,000
S2 11,961 11,961 12,079
S3 11,750 11,828 12,060
S4 11,539 11,617 12,002
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,865 12,796 12,425
R3 12,657 12,588 12,367
R2 12,449 12,449 12,348
R1 12,380 12,380 12,329 12,415
PP 12,241 12,241 12,241 12,259
S1 12,172 12,172 12,291 12,207
S2 12,033 12,033 12,272
S3 11,825 11,964 12,253
S4 11,617 11,756 12,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,311 12,093 218 1.8% 107 0.9% 11% False True 99
10 12,311 12,040 271 2.2% 95 0.8% 29% False False 77
20 12,311 11,636 675 5.6% 99 0.8% 71% False False 62
40 12,311 11,397 914 7.5% 91 0.8% 79% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 13,201
2.618 12,857
1.618 12,646
1.000 12,515
0.618 12,435
HIGH 12,304
0.618 12,224
0.500 12,199
0.382 12,174
LOW 12,093
0.618 11,963
1.000 11,882
1.618 11,752
2.618 11,541
4.250 11,196
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 12,199 12,202
PP 12,172 12,174
S1 12,145 12,146

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

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