mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 11,751 11,841 90 0.8% 11,814
High 11,851 12,001 150 1.3% 11,972
Low 11,690 11,832 142 1.2% 11,753
Close 11,840 11,973 133 1.1% 11,775
Range 161 169 8 5.0% 219
ATR 110 114 4 3.8% 0
Volume 113,876 116,264 2,388 2.1% 604,027
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,442 12,377 12,066
R3 12,273 12,208 12,020
R2 12,104 12,104 12,004
R1 12,039 12,039 11,989 12,072
PP 11,935 11,935 11,935 11,952
S1 11,870 11,870 11,958 11,903
S2 11,766 11,766 11,942
S3 11,597 11,701 11,927
S4 11,428 11,532 11,880
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,490 12,352 11,896
R3 12,271 12,133 11,835
R2 12,052 12,052 11,815
R1 11,914 11,914 11,795 11,874
PP 11,833 11,833 11,833 11,813
S1 11,695 11,695 11,755 11,655
S2 11,614 11,614 11,735
S3 11,395 11,476 11,715
S4 11,176 11,257 11,655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,001 11,690 311 2.6% 133 1.1% 91% True False 118,677
10 12,001 11,690 311 2.6% 120 1.0% 91% True False 113,831
20 12,001 11,520 481 4.0% 113 0.9% 94% True False 104,873
40 12,001 11,216 785 6.6% 97 0.8% 96% True False 78,773
60 12,001 10,855 1,146 9.6% 111 0.9% 98% True False 52,546
80 12,001 10,754 1,247 10.4% 117 1.0% 98% True False 39,425
100 12,001 10,273 1,728 14.4% 117 1.0% 98% True False 31,550
120 12,001 9,790 2,211 18.5% 106 0.9% 99% True False 26,292
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 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,719
2.618 12,444
1.618 12,275
1.000 12,170
0.618 12,106
HIGH 12,001
0.618 11,937
0.500 11,917
0.382 11,897
LOW 11,832
0.618 11,728
1.000 11,663
1.618 11,559
2.618 11,390
4.250 11,114
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 11,954 11,931
PP 11,935 11,888
S1 11,917 11,846

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

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