mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 11,621 11,662 41 0.4% 11,499
High 11,683 11,708 25 0.2% 11,564
Low 11,543 11,614 71 0.6% 11,453
Close 11,664 11,646 -18 -0.2% 11,513
Range 140 94 -46 -32.9% 111
ATR 98 98 0 -0.3% 0
Volume 100,760 91,622 -9,138 -9.1% 166,008
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,938 11,886 11,698
R3 11,844 11,792 11,672
R2 11,750 11,750 11,663
R1 11,698 11,698 11,655 11,677
PP 11,656 11,656 11,656 11,646
S1 11,604 11,604 11,638 11,583
S2 11,562 11,562 11,629
S3 11,468 11,510 11,620
S4 11,374 11,416 11,594
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 11,708 11,467 241 2.1% 99 0.9% 74% True False 78,582
10 11,708 11,453 255 2.2% 78 0.7% 76% True False 56,172
20 11,708 11,265 443 3.8% 82 0.7% 86% True False 65,892
40 11,708 10,855 853 7.3% 111 1.0% 93% True False 33,565
60 11,708 10,794 914 7.8% 118 1.0% 93% True False 22,398
80 11,708 10,350 1,358 11.7% 119 1.0% 95% True False 16,811
100 11,708 9,790 1,918 16.5% 107 0.9% 97% True False 13,450
120 11,708 9,790 1,918 16.5% 90 0.8% 97% True False 11,209
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,108
2.618 11,954
1.618 11,860
1.000 11,802
0.618 11,766
HIGH 11,708
0.618 11,672
0.500 11,661
0.382 11,650
LOW 11,614
0.618 11,556
1.000 11,520
1.618 11,462
2.618 11,368
4.250 11,215
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 11,661 11,639
PP 11,656 11,632
S1 11,651 11,626

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

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