mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 11,530 11,518 -12 -0.1% 11,499
High 11,546 11,558 12 0.1% 11,564
Low 11,491 11,467 -24 -0.2% 11,453
Close 11,522 11,513 -9 -0.1% 11,513
Range 55 91 36 65.5% 111
ATR 94 94 0 -0.3% 0
Volume 38,494 30,888 -7,606 -19.8% 166,008
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,786 11,740 11,563
R3 11,695 11,649 11,538
R2 11,604 11,604 11,530
R1 11,558 11,558 11,521 11,536
PP 11,513 11,513 11,513 11,501
S1 11,467 11,467 11,505 11,445
S2 11,422 11,422 11,496
S3 11,331 11,376 11,488
S4 11,240 11,285 11,463
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,843 11,789 11,574
R3 11,732 11,678 11,544
R2 11,621 11,621 11,533
R1 11,567 11,567 11,523 11,594
PP 11,510 11,510 11,510 11,524
S1 11,456 11,456 11,503 11,483
S2 11,399 11,399 11,493
S3 11,288 11,345 11,483
S4 11,177 11,234 11,452
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% 66 0.6% 54% False False 33,201
10 11,564 11,378 186 1.6% 66 0.6% 73% False False 42,846
20 11,564 11,216 348 3.0% 82 0.7% 85% False False 48,959
40 11,564 10,855 709 6.2% 113 1.0% 93% False False 24,519
60 11,564 10,754 810 7.0% 119 1.0% 94% False False 16,367
80 11,564 10,263 1,301 11.3% 117 1.0% 96% False False 12,287
100 11,564 9,790 1,774 15.4% 103 0.9% 97% False False 9,830
120 11,564 9,790 1,774 15.4% 88 0.8% 97% False False 8,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,945
2.618 11,796
1.618 11,705
1.000 11,649
0.618 11,614
HIGH 11,558
0.618 11,523
0.500 11,513
0.382 11,502
LOW 11,467
0.618 11,411
1.000 11,376
1.618 11,320
2.618 11,229
4.250 11,080
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 11,513 11,516
PP 11,513 11,515
S1 11,513 11,514

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

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