mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 11,614 11,705 91 0.8% 11,547
High 11,730 11,716 -14 -0.1% 11,708
Low 11,605 11,646 41 0.4% 11,543
Close 11,708 11,683 -25 -0.2% 11,619
Range 125 70 -55 -44.0% 165
ATR 101 98 -2 -2.2% 0
Volume 87,477 88,159 682 0.8% 478,373
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,892 11,857 11,722
R3 11,822 11,787 11,702
R2 11,752 11,752 11,696
R1 11,717 11,717 11,690 11,700
PP 11,682 11,682 11,682 11,673
S1 11,647 11,647 11,677 11,630
S2 11,612 11,612 11,670
S3 11,542 11,577 11,664
S4 11,472 11,507 11,645
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 11,730 11,520 210 1.8% 102 0.9% 78% False False 98,741
10 11,730 11,467 263 2.3% 101 0.9% 82% False False 88,661
20 11,730 11,353 377 3.2% 84 0.7% 88% False False 69,233
40 11,730 10,855 875 7.5% 107 0.9% 95% False False 45,900
60 11,730 10,841 889 7.6% 114 1.0% 95% False False 30,622
80 11,730 10,512 1,218 10.4% 119 1.0% 96% False False 22,981
100 11,730 9,790 1,940 16.6% 112 1.0% 98% False False 18,387
120 11,730 9,790 1,940 16.6% 95 0.8% 98% False False 15,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,014
2.618 11,899
1.618 11,829
1.000 11,786
0.618 11,759
HIGH 11,716
0.618 11,689
0.500 11,681
0.382 11,673
LOW 11,646
0.618 11,603
1.000 11,576
1.618 11,533
2.618 11,463
4.250 11,349
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 11,682 11,673
PP 11,682 11,663
S1 11,681 11,653

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

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