mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 11,936 11,934 -2 0.0% 11,814
High 11,971 11,965 -6 -0.1% 11,972
Low 11,912 11,753 -159 -1.3% 11,753
Close 11,944 11,775 -169 -1.4% 11,775
Range 59 212 153 259.3% 219
ATR 98 106 8 8.3% 0
Volume 91,171 172,262 81,091 88.9% 604,027
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,467 12,333 11,892
R3 12,255 12,121 11,833
R2 12,043 12,043 11,814
R1 11,909 11,909 11,795 11,870
PP 11,831 11,831 11,831 11,812
S1 11,697 11,697 11,756 11,658
S2 11,619 11,619 11,736
S3 11,407 11,485 11,717
S4 11,195 11,273 11,659
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,490 12,352 11,896
R3 12,271 12,133 11,835
R2 12,052 12,052 11,815
R1 11,914 11,914 11,795 11,874
PP 11,833 11,833 11,833 11,813
S1 11,695 11,695 11,755 11,655
S2 11,614 11,614 11,735
S3 11,395 11,476 11,715
S4 11,176 11,257 11,655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,972 11,753 219 1.9% 114 1.0% 10% False True 120,805
10 11,972 11,627 345 2.9% 112 0.9% 43% False False 108,618
20 11,972 11,467 505 4.3% 106 0.9% 61% False False 98,639
40 11,972 11,145 827 7.0% 95 0.8% 76% False False 73,033
60 11,972 10,855 1,117 9.5% 112 0.9% 82% False False 48,712
80 11,972 10,754 1,218 10.3% 115 1.0% 84% False False 36,550
100 11,972 10,263 1,709 14.5% 114 1.0% 88% False False 29,248
120 11,972 9,790 2,182 18.5% 103 0.9% 91% False False 24,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 12,866
2.618 12,520
1.618 12,308
1.000 12,177
0.618 12,096
HIGH 11,965
0.618 11,884
0.500 11,859
0.382 11,834
LOW 11,753
0.618 11,622
1.000 11,541
1.618 11,410
2.618 11,198
4.250 10,852
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 11,859 11,863
PP 11,831 11,833
S1 11,803 11,804

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

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