mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 11,985 12,023 38 0.3% 12,295
High 12,080 12,170 90 0.7% 12,304
Low 11,985 12,006 21 0.2% 11,904
Close 12,047 12,149 102 0.8% 12,047
Range 95 164 69 72.6% 400
ATR 108 112 4 3.7% 0
Volume 122 1,045 923 756.6% 472
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,600 12,539 12,239
R3 12,436 12,375 12,194
R2 12,272 12,272 12,179
R1 12,211 12,211 12,164 12,242
PP 12,108 12,108 12,108 12,124
S1 12,047 12,047 12,134 12,078
S2 11,944 11,944 12,119
S3 11,780 11,883 12,104
S4 11,616 11,719 12,059
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 13,285 13,066 12,267
R3 12,885 12,666 12,157
R2 12,485 12,485 12,120
R1 12,266 12,266 12,084 12,176
PP 12,085 12,085 12,085 12,040
S1 11,866 11,866 12,010 11,776
S2 11,685 11,685 11,974
S3 11,285 11,466 11,937
S4 10,885 11,066 11,827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,304 11,904 400 3.3% 164 1.3% 61% False False 303
10 12,311 11,904 407 3.4% 119 1.0% 60% False False 198
20 12,311 11,636 675 5.6% 109 0.9% 76% False False 124
40 12,311 11,410 901 7.4% 103 0.8% 82% False False 77
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 17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,867
2.618 12,599
1.618 12,435
1.000 12,334
0.618 12,271
HIGH 12,170
0.618 12,107
0.500 12,088
0.382 12,069
LOW 12,006
0.618 11,905
1.000 11,842
1.618 11,741
2.618 11,577
4.250 11,309
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 12,129 12,112
PP 12,108 12,074
S1 12,088 12,037

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

View Archives - Comment on this page... - Back to Index of Symbols