mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 11,614 11,585 -29 -0.2% 11,547
High 11,628 11,652 24 0.2% 11,708
Low 11,520 11,575 55 0.5% 11,543
Close 11,587 11,616 29 0.3% 11,619
Range 108 77 -31 -28.7% 165
ATR 100 99 -2 -1.7% 0
Volume 101,671 100,051 -1,620 -1.6% 478,373
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,845 11,808 11,658
R3 11,768 11,731 11,637
R2 11,691 11,691 11,630
R1 11,654 11,654 11,623 11,673
PP 11,614 11,614 11,614 11,624
S1 11,577 11,577 11,609 11,596
S2 11,537 11,537 11,602
S3 11,460 11,500 11,595
S4 11,383 11,423 11,574
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,118 12,034 11,710
R3 11,953 11,869 11,665
R2 11,788 11,788 11,649
R1 11,704 11,704 11,634 11,746
PP 11,623 11,623 11,623 11,645
S1 11,539 11,539 11,604 11,581
S2 11,458 11,458 11,589
S3 11,293 11,374 11,574
S4 11,128 11,209 11,528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,708 11,520 188 1.6% 110 0.9% 51% False False 102,090
10 11,708 11,467 241 2.1% 93 0.8% 62% False False 77,987
20 11,708 11,349 359 3.1% 84 0.7% 74% False False 71,240
40 11,708 10,855 853 7.3% 111 1.0% 89% False False 41,513
60 11,708 10,794 914 7.9% 116 1.0% 90% False False 27,697
80 11,708 10,476 1,232 10.6% 120 1.0% 93% False False 20,787
100 11,708 9,790 1,918 16.5% 110 0.9% 95% False False 16,630
120 11,708 9,790 1,918 16.5% 93 0.8% 95% False False 13,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,979
2.618 11,854
1.618 11,777
1.000 11,729
0.618 11,700
HIGH 11,652
0.618 11,623
0.500 11,614
0.382 11,605
LOW 11,575
0.618 11,528
1.000 11,498
1.618 11,451
2.618 11,374
4.250 11,248
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 11,615 11,610
PP 11,614 11,604
S1 11,614 11,598

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

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