mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	11,729	11,813	84	0.7%	11,614
High	11,817	11,836	19	0.2%	11,740
Low	11,688	11,749	61	0.5%	11,520
Close	11,811	11,786	-25	-0.2%	11,725
Range	129	87	-42	-32.6%	220
ATR	102	101	-1	-1.0%	0
Volume	89,003	104,655	15,652	17.6%	466,361

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,051	12,006	11,834
R3	11,964	11,919	11,810
R2	11,877	11,877	11,802
R1	11,832	11,832	11,794	11,811
PP	11,790	11,790	11,790	11,780
S1	11,745	11,745	11,778	11,724
S2	11,703	11,703	11,770
S3	11,616	11,658	11,762
S4	11,529	11,571	11,738

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	11,836	11,605	231	2.0%	105	0.9%	78%	True	False	91,659
10	11,836	11,520	316	2.7%	107	0.9%	84%	True	False	96,875
20	11,836	11,402	434	3.7%	88	0.7%	88%	True	False	71,516
40	11,836	10,855	981	8.3%	108	0.9%	95%	True	False	52,960
60	11,836	10,855	981	8.3%	112	1.0%	95%	True	False	35,329
80	11,836	10,575	1,261	10.7%	118	1.0%	96%	True	False	26,511
100	11,836	9,808	2,028	17.2%	113	1.0%	98%	True	False	21,213
120	11,836	9,790	2,046	17.4%	97	0.8%	98%	True	False	17,678

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	30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,206
2.618	12,064
1.618	11,977
1.000	11,923
0.618	11,890
HIGH	11,836
0.618	11,803
0.500	11,793
0.382	11,782
LOW	11,749
0.618	11,695
1.000	11,662
1.618	11,608
2.618	11,521
4.250	11,379

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	11,793	11,768
PP	11,790	11,750
S1	11,788	11,732

Download as Excel Spreadsheet

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

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