mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 11,927 11,920 -7 -0.1% 11,729
High 11,951 11,972 21 0.2% 11,857
Low 11,851 11,911 60 0.5% 11,688
Close 11,922 11,936 14 0.1% 11,822
Range 100 61 -39 -39.0% 169
ATR 104 101 -3 -2.9% 0
Volume 133,455 99,816 -33,639 -25.2% 393,150
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,123 12,090 11,970
R3 12,062 12,029 11,953
R2 12,001 12,001 11,947
R1 11,968 11,968 11,942 11,985
PP 11,940 11,940 11,940 11,948
S1 11,907 11,907 11,931 11,924
S2 11,879 11,879 11,925
S3 11,818 11,846 11,919
S4 11,757 11,785 11,903
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,296 12,228 11,915
R3 12,127 12,059 11,869
R2 11,958 11,958 11,853
R1 11,890 11,890 11,838 11,924
PP 11,789 11,789 11,789 11,806
S1 11,721 11,721 11,807 11,755
S2 11,620 11,620 11,791
S3 11,451 11,552 11,776
S4 11,282 11,383 11,729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,972 11,694 278 2.3% 103 0.9% 87% True False 108,017
10 11,972 11,605 367 3.1% 104 0.9% 90% True False 99,838
20 11,972 11,467 505 4.2% 98 0.8% 93% True False 88,913
40 11,972 10,870 1,102 9.2% 99 0.8% 97% True False 66,453
60 11,972 10,855 1,117 9.4% 112 0.9% 97% True False 44,323
80 11,972 10,575 1,397 11.7% 116 1.0% 97% True False 33,258
100 11,972 10,206 1,766 14.8% 111 0.9% 98% True False 26,614
120 11,972 9,790 2,182 18.3% 102 0.8% 98% True False 22,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 22
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 12,231
2.618 12,132
1.618 12,071
1.000 12,033
0.618 12,010
HIGH 11,972
0.618 11,949
0.500 11,942
0.382 11,934
LOW 11,911
0.618 11,873
1.000 11,850
1.618 11,812
2.618 11,751
4.250 11,652
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 11,942 11,920
PP 11,940 11,905
S1 11,938 11,889

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

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