mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 11,705 11,690 -15 -0.1% 11,614
High 11,716 11,740 24 0.2% 11,740
Low 11,646 11,627 -19 -0.2% 11,520
Close 11,683 11,725 42 0.4% 11,725
Range 70 113 43 61.4% 220
ATR 98 100 1 1.1% 0
Volume 88,159 89,003 844 1.0% 466,361
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,036 11,994 11,787
R3 11,923 11,881 11,756
R2 11,810 11,810 11,746
R1 11,768 11,768 11,735 11,789
PP 11,697 11,697 11,697 11,708
S1 11,655 11,655 11,715 11,676
S2 11,584 11,584 11,704
S3 11,471 11,542 11,694
S4 11,358 11,429 11,663
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,322 12,243 11,846
R3 12,102 12,023 11,786
R2 11,882 11,882 11,765
R1 11,803 11,803 11,745 11,843
PP 11,662 11,662 11,662 11,681
S1 11,583 11,583 11,705 11,623
S2 11,442 11,442 11,685
S3 11,222 11,363 11,665
S4 11,002 11,143 11,604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,740 11,520 220 1.9% 99 0.8% 93% True False 93,272
10 11,740 11,520 220 1.9% 103 0.9% 93% True False 94,473
20 11,740 11,378 362 3.1% 84 0.7% 96% True False 68,659
40 11,740 10,855 885 7.5% 109 0.9% 98% True False 48,121
60 11,740 10,855 885 7.5% 112 1.0% 98% True False 32,104
80 11,740 10,512 1,228 10.5% 119 1.0% 99% True False 24,093
100 11,740 9,790 1,950 16.6% 113 1.0% 99% True False 19,277
120 11,740 9,790 1,950 16.6% 95 0.8% 99% True False 16,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,220
2.618 12,036
1.618 11,923
1.000 11,853
0.618 11,810
HIGH 11,740
0.618 11,697
0.500 11,684
0.382 11,670
LOW 11,627
0.618 11,557
1.000 11,514
1.618 11,444
2.618 11,331
4.250 11,147
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 11,711 11,708
PP 11,697 11,690
S1 11,684 11,673

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

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