mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 11,411 11,434 23 0.2% 11,356
High 11,454 11,447 -7 -0.1% 11,460
Low 11,353 11,388 35 0.3% 11,316
Close 11,431 11,430 -1 0.0% 11,430
Range 101 59 -42 -41.6% 144
ATR 123 119 -5 -3.7% 0
Volume 100,475 61,409 -39,066 -38.9% 476,758
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,599 11,573 11,463
R3 11,540 11,514 11,446
R2 11,481 11,481 11,441
R1 11,455 11,455 11,436 11,439
PP 11,422 11,422 11,422 11,413
S1 11,396 11,396 11,425 11,380
S2 11,363 11,363 11,419
S3 11,304 11,337 11,414
S4 11,245 11,278 11,398
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,834 11,776 11,509
R3 11,690 11,632 11,470
R2 11,546 11,546 11,457
R1 11,488 11,488 11,443 11,517
PP 11,402 11,402 11,402 11,417
S1 11,344 11,344 11,417 11,373
S2 11,258 11,258 11,404
S3 11,114 11,200 11,391
S4 10,970 11,056 11,351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,460 11,316 144 1.3% 92 0.8% 79% False False 95,351
10 11,460 11,216 244 2.1% 92 0.8% 88% False False 61,183
20 11,460 10,855 605 5.3% 128 1.1% 95% False False 30,651
40 11,460 10,855 605 5.3% 124 1.1% 95% False False 15,359
60 11,460 10,534 926 8.1% 129 1.1% 97% False False 10,257
80 11,460 9,808 1,652 14.5% 119 1.0% 98% False False 7,699
100 11,460 9,790 1,670 14.6% 98 0.9% 98% False False 6,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,698
2.618 11,602
1.618 11,543
1.000 11,506
0.618 11,484
HIGH 11,447
0.618 11,425
0.500 11,418
0.382 11,411
LOW 11,388
0.618 11,352
1.000 11,329
1.618 11,293
2.618 11,234
4.250 11,137
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 11,426 11,422
PP 11,422 11,414
S1 11,418 11,407

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

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