mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 11,402 11,468 66 0.6% 11,356
High 11,487 11,507 20 0.2% 11,460
Low 11,402 11,458 56 0.5% 11,316
Close 11,471 11,495 24 0.2% 11,430
Range 85 49 -36 -42.4% 144
ATR 115 110 -5 -4.1% 0
Volume 52,404 39,840 -12,564 -24.0% 476,758
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,634 11,613 11,522
R3 11,585 11,564 11,509
R2 11,536 11,536 11,504
R1 11,515 11,515 11,500 11,526
PP 11,487 11,487 11,487 11,492
S1 11,466 11,466 11,491 11,477
S2 11,438 11,438 11,486
S3 11,389 11,417 11,482
S4 11,340 11,368 11,468
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 11,507 11,353 154 1.3% 78 0.7% 92% True False 65,846
10 11,507 11,265 242 2.1% 86 0.7% 95% True False 75,612
20 11,507 10,855 652 5.7% 116 1.0% 98% True False 39,007
40 11,507 10,855 652 5.7% 123 1.1% 98% True False 19,538
60 11,507 10,575 932 8.1% 126 1.1% 99% True False 13,044
80 11,507 9,814 1,693 14.7% 117 1.0% 99% True False 9,791
100 11,507 9,790 1,717 14.9% 101 0.9% 99% True False 7,833
120 11,507 9,483 2,024 17.6% 85 0.7% 99% True False 6,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 11,715
2.618 11,635
1.618 11,586
1.000 11,556
0.618 11,537
HIGH 11,507
0.618 11,488
0.500 11,483
0.382 11,477
LOW 11,458
0.618 11,428
1.000 11,409
1.618 11,379
2.618 11,330
4.250 11,250
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 11,491 11,478
PP 11,487 11,460
S1 11,483 11,443

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

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