mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 11,638 11,614 -24 -0.2% 11,547
High 11,675 11,628 -47 -0.4% 11,708
Low 11,546 11,520 -26 -0.2% 11,543
Close 11,619 11,587 -32 -0.3% 11,619
Range 129 108 -21 -16.3% 165
ATR 100 100 1 0.6% 0
Volume 116,349 101,671 -14,678 -12.6% 478,373
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,902 11,853 11,647
R3 11,794 11,745 11,617
R2 11,686 11,686 11,607
R1 11,637 11,637 11,597 11,608
PP 11,578 11,578 11,578 11,564
S1 11,529 11,529 11,577 11,500
S2 11,470 11,470 11,567
S3 11,362 11,421 11,557
S4 11,254 11,313 11,528
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,118 12,034 11,710
R3 11,953 11,869 11,665
R2 11,788 11,788 11,649
R1 11,704 11,704 11,634 11,746
PP 11,623 11,623 11,623 11,645
S1 11,539 11,539 11,604 11,581
S2 11,458 11,458 11,589
S3 11,293 11,374 11,574
S4 11,128 11,209 11,528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,708 11,520 188 1.6% 107 0.9% 36% False True 101,094
10 11,708 11,467 241 2.1% 92 0.8% 50% False False 71,235
20 11,708 11,316 392 3.4% 85 0.7% 69% False False 71,192
40 11,708 10,855 853 7.4% 112 1.0% 86% False False 39,013
60 11,708 10,794 914 7.9% 117 1.0% 87% False False 26,030
80 11,708 10,432 1,276 11.0% 120 1.0% 91% False False 19,536
100 11,708 9,790 1,918 16.6% 109 0.9% 94% False False 15,630
120 11,708 9,790 1,918 16.6% 92 0.8% 94% False False 13,026
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,087
2.618 11,911
1.618 11,803
1.000 11,736
0.618 11,695
HIGH 11,628
0.618 11,587
0.500 11,574
0.382 11,561
LOW 11,520
0.618 11,453
1.000 11,412
1.618 11,345
2.618 11,237
4.250 11,061
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 11,583 11,614
PP 11,578 11,605
S1 11,574 11,596

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

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