mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 11,364 11,421 57 0.5% 11,298
High 11,454 11,460 6 0.1% 11,377
Low 11,349 11,367 18 0.2% 11,216
Close 11,421 11,415 -6 -0.1% 11,344
Range 105 93 -12 -11.4% 161
ATR 127 125 -2 -1.9% 0
Volume 104,040 111,746 7,706 7.4% 135,077
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,693 11,647 11,466
R3 11,600 11,554 11,441
R2 11,507 11,507 11,432
R1 11,461 11,461 11,424 11,438
PP 11,414 11,414 11,414 11,402
S1 11,368 11,368 11,407 11,345
S2 11,321 11,321 11,398
S3 11,228 11,275 11,390
S4 11,135 11,182 11,364
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,795 11,731 11,433
R3 11,634 11,570 11,388
R2 11,473 11,473 11,374
R1 11,409 11,409 11,359 11,441
PP 11,312 11,312 11,312 11,329
S1 11,248 11,248 11,329 11,280
S2 11,151 11,151 11,315
S3 10,990 11,087 11,300
S4 10,829 10,926 11,256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,460 11,265 195 1.7% 94 0.8% 77% True False 85,377
10 11,460 11,145 315 2.8% 102 0.9% 86% True False 45,047
20 11,460 10,855 605 5.3% 131 1.1% 93% True False 22,568
40 11,460 10,841 619 5.4% 128 1.1% 93% True False 11,317
60 11,460 10,512 948 8.3% 130 1.1% 95% True False 7,563
80 11,460 9,790 1,670 14.6% 119 1.0% 97% True False 5,675
100 11,460 9,790 1,670 14.6% 97 0.8% 97% True False 4,541
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,855
2.618 11,704
1.618 11,611
1.000 11,553
0.618 11,518
HIGH 11,460
0.618 11,425
0.500 11,414
0.382 11,403
LOW 11,367
0.618 11,310
1.000 11,274
1.618 11,217
2.618 11,124
4.250 10,972
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 11,415 11,406
PP 11,414 11,397
S1 11,414 11,388

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

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