mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 11,968 11,983 15 0.1% 11,814
High 12,010 12,034 24 0.2% 11,972
Low 11,946 11,933 -13 -0.1% 11,753
Close 11,985 12,009 24 0.2% 11,775
Range 64 101 37 57.8% 219
ATR 111 110 -1 -0.6% 0
Volume 73,240 98,505 25,265 34.5% 604,027
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,295 12,253 12,065
R3 12,194 12,152 12,037
R2 12,093 12,093 12,028
R1 12,051 12,051 12,018 12,072
PP 11,992 11,992 11,992 12,003
S1 11,950 11,950 12,000 11,971
S2 11,891 11,891 11,991
S3 11,790 11,849 11,981
S4 11,689 11,748 11,954
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 12,034 11,690 344 2.9% 142 1.2% 93% True False 114,829
10 12,034 11,690 344 2.9% 118 1.0% 93% True False 110,074
20 12,034 11,520 514 4.3% 111 0.9% 95% True False 103,669
40 12,034 11,216 818 6.8% 97 0.8% 97% True False 82,925
60 12,034 10,855 1,179 9.8% 112 0.9% 98% True False 55,406
80 12,034 10,787 1,247 10.4% 117 1.0% 98% True False 41,571
100 12,034 10,350 1,684 14.0% 117 1.0% 99% True False 33,266
120 12,034 9,790 2,244 18.7% 107 0.9% 99% True False 27,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,463
2.618 12,299
1.618 12,198
1.000 12,135
0.618 12,097
HIGH 12,034
0.618 11,996
0.500 11,984
0.382 11,972
LOW 11,933
0.618 11,871
1.000 11,832
1.618 11,770
2.618 11,669
4.250 11,504
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 12,001 11,984
PP 11,992 11,958
S1 11,984 11,933

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

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