mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 11,584 11,621 37 0.3% 11,499
High 11,638 11,683 45 0.4% 11,564
Low 11,576 11,543 -33 -0.3% 11,453
Close 11,619 11,664 45 0.4% 11,513
Range 62 140 78 125.8% 111
ATR 95 98 3 3.4% 0
Volume 95,069 100,760 5,691 6.0% 166,008
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,050 11,997 11,741
R3 11,910 11,857 11,703
R2 11,770 11,770 11,690
R1 11,717 11,717 11,677 11,744
PP 11,630 11,630 11,630 11,643
S1 11,577 11,577 11,651 11,604
S2 11,490 11,490 11,638
S3 11,350 11,437 11,626
S4 11,210 11,297 11,587
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,843 11,789 11,574
R3 11,732 11,678 11,544
R2 11,621 11,621 11,533
R1 11,567 11,567 11,523 11,594
PP 11,510 11,510 11,510 11,524
S1 11,456 11,456 11,503 11,483
S2 11,399 11,399 11,493
S3 11,288 11,345 11,483
S4 11,177 11,234 11,452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,683 11,467 216 1.9% 91 0.8% 91% True False 67,956
10 11,683 11,453 230 2.0% 73 0.6% 92% True False 50,994
20 11,683 11,216 467 4.0% 82 0.7% 96% True False 62,181
40 11,683 10,855 828 7.1% 112 1.0% 98% True False 31,275
60 11,683 10,787 896 7.7% 118 1.0% 98% True False 20,871
80 11,683 10,350 1,333 11.4% 119 1.0% 99% True False 15,666
100 11,683 9,790 1,893 16.2% 106 0.9% 99% True False 12,534
120 11,683 9,790 1,893 16.2% 89 0.8% 99% True False 10,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 12,278
2.618 12,050
1.618 11,910
1.000 11,823
0.618 11,770
HIGH 11,683
0.618 11,630
0.500 11,613
0.382 11,597
LOW 11,543
0.618 11,457
1.000 11,403
1.618 11,317
2.618 11,177
4.250 10,948
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 11,647 11,647
PP 11,630 11,630
S1 11,613 11,613

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

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