mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 11,814 11,927 113 1.0% 11,729
High 11,941 11,951 10 0.1% 11,857
Low 11,806 11,851 45 0.4% 11,688
Close 11,930 11,922 -8 -0.1% 11,822
Range 135 100 -35 -25.9% 169
ATR 104 104 0 -0.3% 0
Volume 107,323 133,455 26,132 24.3% 393,150
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,208 12,165 11,977
R3 12,108 12,065 11,950
R2 12,008 12,008 11,940
R1 11,965 11,965 11,931 11,937
PP 11,908 11,908 11,908 11,894
S1 11,865 11,865 11,913 11,837
S2 11,808 11,808 11,904
S3 11,708 11,765 11,895
S4 11,608 11,665 11,867
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 11,951 11,694 257 2.2% 108 0.9% 89% True False 108,985
10 11,951 11,575 376 3.2% 106 0.9% 92% True False 99,861
20 11,951 11,467 484 4.1% 99 0.8% 94% True False 85,548
40 11,951 10,855 1,096 9.2% 102 0.9% 97% True False 63,959
60 11,951 10,855 1,096 9.2% 112 0.9% 97% True False 42,662
80 11,951 10,575 1,376 11.5% 117 1.0% 98% True False 32,011
100 11,951 10,119 1,832 15.4% 111 0.9% 98% True False 25,616
120 11,951 9,790 2,161 18.1% 101 0.8% 99% True False 21,347
Crabel Price Patterns
NR True
NR4 True
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 22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,376
2.618 12,213
1.618 12,113
1.000 12,051
0.618 12,013
HIGH 11,951
0.618 11,913
0.500 11,901
0.382 11,889
LOW 11,851
0.618 11,789
1.000 11,751
1.618 11,689
2.618 11,589
4.250 11,426
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 11,915 11,897
PP 11,908 11,873
S1 11,901 11,848

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

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