mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 11,506 11,530 24 0.2% 11,443
High 11,564 11,546 -18 -0.2% 11,523
Low 11,501 11,491 -10 -0.1% 11,378
Close 11,532 11,522 -10 -0.1% 11,522
Range 63 55 -8 -12.7% 145
ATR 97 94 -3 -3.1% 0
Volume 30,402 38,494 8,092 26.6% 201,045
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,685 11,658 11,552
R3 11,630 11,603 11,537
R2 11,575 11,575 11,532
R1 11,548 11,548 11,527 11,534
PP 11,520 11,520 11,520 11,513
S1 11,493 11,493 11,517 11,479
S2 11,465 11,465 11,512
S3 11,410 11,438 11,507
S4 11,355 11,383 11,492
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% 57 0.5% 62% False False 33,763
10 11,564 11,353 211 1.8% 67 0.6% 80% False False 49,804
20 11,564 11,145 419 3.6% 85 0.7% 90% False False 47,426
40 11,564 10,855 709 6.2% 114 1.0% 94% False False 23,748
60 11,564 10,754 810 7.0% 118 1.0% 95% False False 15,853
80 11,564 10,263 1,301 11.3% 116 1.0% 97% False False 11,901
100 11,564 9,790 1,774 15.4% 102 0.9% 98% False False 9,521
120 11,564 9,790 1,774 15.4% 87 0.8% 98% False False 7,935
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 17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,780
2.618 11,690
1.618 11,635
1.000 11,601
0.618 11,580
HIGH 11,546
0.618 11,525
0.500 11,519
0.382 11,512
LOW 11,491
0.618 11,457
1.000 11,436
1.618 11,402
2.618 11,347
4.250 11,257
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 11,521 11,520
PP 11,520 11,519
S1 11,519 11,517

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

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