mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	11,584	11,621	37	0.3%	11,499
High	11,638	11,683	45	0.4%	11,564
Low	11,576	11,543	-33	-0.3%	11,453
Close	11,619	11,664	45	0.4%	11,513
Range	62	140	78	125.8%	111
ATR	95	98	3	3.4%	0
Volume	95,069	100,760	5,691	6.0%	166,008

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,050	11,997	11,741
R3	11,910	11,857	11,703
R2	11,770	11,770	11,690
R1	11,717	11,717	11,677	11,744
PP	11,630	11,630	11,630	11,643
S1	11,577	11,577	11,651	11,604
S2	11,490	11,490	11,638
S3	11,350	11,437	11,626
S4	11,210	11,297	11,587

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	11,683	11,467	216	1.9%	91	0.8%	91%	True	False	67,956
10	11,683	11,453	230	2.0%	73	0.6%	92%	True	False	50,994
20	11,683	11,216	467	4.0%	82	0.7%	96%	True	False	62,181
40	11,683	10,855	828	7.1%	112	1.0%	98%	True	False	31,275
60	11,683	10,787	896	7.7%	118	1.0%	98%	True	False	20,871
80	11,683	10,350	1,333	11.4%	119	1.0%	99%	True	False	15,666
100	11,683	9,790	1,893	16.2%	106	0.9%	99%	True	False	12,534
120	11,683	9,790	1,893	16.2%	89	0.8%	99%	True	False	10,446

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	False
Bear Hook	False
Bull Hook	False
Stretch	20
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	12,278
2.618	12,050
1.618	11,910
1.000	11,823
0.618	11,770
HIGH	11,683
0.618	11,630
0.500	11,613
0.382	11,597
LOW	11,543
0.618	11,457
1.000	11,403
1.618	11,317
2.618	11,177
4.250	10,948

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	11,647	11,647
PP	11,630	11,630
S1	11,613	11,613

Download as Excel Spreadsheet

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

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