mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 11,499 11,502 3 0.0% 11,443
High 11,506 11,537 31 0.3% 11,523
Low 11,453 11,470 17 0.1% 11,378
Close 11,503 11,509 6 0.1% 11,522
Range 53 67 14 26.4% 145
ATR 103 100 -3 -2.5% 0
Volume 33,695 32,529 -1,166 -3.5% 201,045
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,706 11,675 11,546
R3 11,639 11,608 11,528
R2 11,572 11,572 11,521
R1 11,541 11,541 11,515 11,557
PP 11,505 11,505 11,505 11,513
S1 11,474 11,474 11,503 11,490
S2 11,438 11,438 11,497
S3 11,371 11,407 11,491
S4 11,304 11,340 11,472
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,909 11,861 11,602
R3 11,764 11,716 11,562
R2 11,619 11,619 11,549
R1 11,571 11,571 11,535 11,595
PP 11,474 11,474 11,474 11,487
S1 11,426 11,426 11,509 11,450
S2 11,329 11,329 11,496
S3 11,184 11,281 11,482
S4 11,039 11,136 11,442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,537 11,402 135 1.2% 60 0.5% 79% True False 38,432
10 11,537 11,349 188 1.6% 75 0.7% 85% True False 64,493
20 11,537 10,870 667 5.8% 99 0.9% 96% True False 43,994
40 11,537 10,855 682 5.9% 118 1.0% 96% True False 22,029
60 11,537 10,575 962 8.4% 122 1.1% 97% True False 14,707
80 11,537 10,206 1,331 11.6% 115 1.0% 98% True False 11,039
100 11,537 9,790 1,747 15.2% 102 0.9% 98% True False 8,832
120 11,537 9,790 1,747 15.2% 86 0.7% 98% True False 7,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,822
2.618 11,713
1.618 11,646
1.000 11,604
0.618 11,579
HIGH 11,537
0.618 11,512
0.500 11,504
0.382 11,496
LOW 11,470
0.618 11,429
1.000 11,403
1.618 11,362
2.618 11,295
4.250 11,185
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 11,507 11,504
PP 11,505 11,500
S1 11,504 11,495

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

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