mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 11,502 11,506 4 0.0% 11,443
High 11,537 11,564 27 0.2% 11,523
Low 11,470 11,501 31 0.3% 11,378
Close 11,509 11,532 23 0.2% 11,522
Range 67 63 -4 -6.0% 145
ATR 100 97 -3 -2.6% 0
Volume 32,529 30,402 -2,127 -6.5% 201,045
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,721 11,690 11,567
R3 11,658 11,627 11,549
R2 11,595 11,595 11,544
R1 11,564 11,564 11,538 11,580
PP 11,532 11,532 11,532 11,540
S1 11,501 11,501 11,526 11,517
S2 11,469 11,469 11,521
S3 11,406 11,438 11,515
S4 11,343 11,375 11,497
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 11,564 11,453 111 1.0% 55 0.5% 71% True False 34,032
10 11,564 11,353 211 1.8% 71 0.6% 85% True False 57,130
20 11,564 10,909 655 5.7% 97 0.8% 95% True False 45,508
40 11,564 10,855 709 6.1% 115 1.0% 95% True False 22,787
60 11,564 10,633 931 8.1% 121 1.0% 97% True False 15,213
80 11,564 10,206 1,358 11.8% 116 1.0% 98% True False 11,419
100 11,564 9,790 1,774 15.4% 102 0.9% 98% True False 9,136
120 11,564 9,790 1,774 15.4% 87 0.8% 98% True False 7,615
Crabel Price Patterns
NR True
NR4 False
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,832
2.618 11,729
1.618 11,666
1.000 11,627
0.618 11,603
HIGH 11,564
0.618 11,540
0.500 11,533
0.382 11,525
LOW 11,501
0.618 11,462
1.000 11,438
1.618 11,399
2.618 11,336
4.250 11,233
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 11,533 11,524
PP 11,532 11,516
S1 11,532 11,509

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

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