mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 11,609 11,526 -83 -0.7% 11,503
High 11,613 11,564 -49 -0.4% 11,639
Low 11,491 11,466 -25 -0.2% 11,491
Close 11,559 11,527 -32 -0.3% 11,559
Range 122 98 -24 -19.7% 148
ATR 70 72 2 2.9% 0
Volume 26 6 -20 -76.9% 185
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,813 11,768 11,581
R3 11,715 11,670 11,554
R2 11,617 11,617 11,545
R1 11,572 11,572 11,536 11,595
PP 11,519 11,519 11,519 11,530
S1 11,474 11,474 11,518 11,497
S2 11,421 11,421 11,509
S3 11,323 11,376 11,500
S4 11,225 11,278 11,473
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,007 11,931 11,641
R3 11,859 11,783 11,600
R2 11,711 11,711 11,586
R1 11,635 11,635 11,573 11,673
PP 11,563 11,563 11,563 11,582
S1 11,487 11,487 11,546 11,525
S2 11,415 11,415 11,532
S3 11,267 11,339 11,518
S4 11,119 11,191 11,478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,639 11,466 173 1.5% 96 0.8% 35% False True 11
10 11,639 11,410 229 2.0% 73 0.6% 51% False False 20
20 11,639 11,293 346 3.0% 56 0.5% 68% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,981
2.618 11,821
1.618 11,723
1.000 11,662
0.618 11,625
HIGH 11,564
0.618 11,527
0.500 11,515
0.382 11,504
LOW 11,466
0.618 11,406
1.000 11,368
1.618 11,308
2.618 11,210
4.250 11,050
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 11,523 11,553
PP 11,519 11,544
S1 11,515 11,536

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

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