mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 11,690 11,729 39 0.3% 11,614
High 11,740 11,817 77 0.7% 11,740
Low 11,627 11,688 61 0.5% 11,520
Close 11,725 11,811 86 0.7% 11,725
Range 113 129 16 14.2% 220
ATR 100 102 2 2.1% 0
Volume 89,003 89,003 0 0.0% 466,361
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,159 12,114 11,882
R3 12,030 11,985 11,847
R2 11,901 11,901 11,835
R1 11,856 11,856 11,823 11,879
PP 11,772 11,772 11,772 11,783
S1 11,727 11,727 11,799 11,750
S2 11,643 11,643 11,787
S3 11,514 11,598 11,776
S4 11,385 11,469 11,740
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 11,817 11,575 242 2.0% 103 0.9% 98% True False 90,738
10 11,817 11,520 297 2.5% 105 0.9% 98% True False 95,916
20 11,817 11,378 439 3.7% 88 0.7% 99% True False 70,039
40 11,817 10,855 962 8.1% 108 0.9% 99% True False 50,345
60 11,817 10,855 962 8.1% 112 0.9% 99% True False 33,586
80 11,817 10,534 1,283 10.9% 119 1.0% 100% True False 25,203
100 11,817 9,808 2,009 17.0% 113 1.0% 100% True False 20,167
120 11,817 9,790 2,027 17.2% 97 0.8% 100% True False 16,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,365
2.618 12,155
1.618 12,026
1.000 11,946
0.618 11,897
HIGH 11,817
0.618 11,768
0.500 11,753
0.382 11,737
LOW 11,688
0.618 11,608
1.000 11,559
1.618 11,479
2.618 11,350
4.250 11,140
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 11,792 11,781
PP 11,772 11,752
S1 11,753 11,722

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

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