mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 11,547 11,584 37 0.3% 11,499
High 11,651 11,638 -13 -0.1% 11,564
Low 11,543 11,576 33 0.3% 11,453
Close 11,585 11,619 34 0.3% 11,513
Range 108 62 -46 -42.6% 111
ATR 97 95 -3 -2.6% 0
Volume 74,573 95,069 20,496 27.5% 166,008
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,797 11,770 11,653
R3 11,735 11,708 11,636
R2 11,673 11,673 11,630
R1 11,646 11,646 11,625 11,660
PP 11,611 11,611 11,611 11,618
S1 11,584 11,584 11,613 11,598
S2 11,549 11,549 11,608
S3 11,487 11,522 11,602
S4 11,425 11,460 11,585
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 11,651 11,467 184 1.6% 76 0.7% 83% False False 53,885
10 11,651 11,402 249 2.1% 68 0.6% 87% False False 46,158
20 11,651 11,216 435 3.7% 81 0.7% 93% False False 57,399
40 11,651 10,855 796 6.9% 110 0.9% 96% False False 28,757
60 11,651 10,787 864 7.4% 117 1.0% 96% False False 19,194
80 11,651 10,350 1,301 11.2% 118 1.0% 98% False False 14,406
100 11,651 9,790 1,861 16.0% 104 0.9% 98% False False 11,526
120 11,651 9,790 1,861 16.0% 89 0.8% 98% False False 9,606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,902
2.618 11,800
1.618 11,738
1.000 11,700
0.618 11,676
HIGH 11,638
0.618 11,614
0.500 11,607
0.382 11,600
LOW 11,576
0.618 11,538
1.000 11,514
1.618 11,476
2.618 11,414
4.250 11,313
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 11,615 11,599
PP 11,611 11,579
S1 11,607 11,559

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

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