mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 11,920 11,936 16 0.1% 11,729
High 11,972 11,971 -1 0.0% 11,857
Low 11,911 11,912 1 0.0% 11,688
Close 11,936 11,944 8 0.1% 11,822
Range 61 59 -2 -3.3% 169
ATR 101 98 -3 -3.0% 0
Volume 99,816 91,171 -8,645 -8.7% 393,150
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,119 12,091 11,977
R3 12,060 12,032 11,960
R2 12,001 12,001 11,955
R1 11,973 11,973 11,950 11,987
PP 11,942 11,942 11,942 11,950
S1 11,914 11,914 11,939 11,928
S2 11,883 11,883 11,933
S3 11,824 11,855 11,928
S4 11,765 11,796 11,912
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,296 12,228 11,915
R3 12,127 12,059 11,869
R2 11,958 11,958 11,853
R1 11,890 11,890 11,838 11,924
PP 11,789 11,789 11,789 11,806
S1 11,721 11,721 11,807 11,755
S2 11,620 11,620 11,791
S3 11,451 11,552 11,776
S4 11,282 11,383 11,729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,972 11,745 227 1.9% 94 0.8% 88% False False 105,320
10 11,972 11,627 345 2.9% 97 0.8% 92% False False 100,207
20 11,972 11,467 505 4.2% 98 0.8% 94% False False 91,951
40 11,972 10,909 1,063 8.9% 97 0.8% 97% False False 68,730
60 11,972 10,855 1,117 9.4% 110 0.9% 97% False False 45,842
80 11,972 10,633 1,339 11.2% 115 1.0% 98% False False 34,397
100 11,972 10,206 1,766 14.8% 112 0.9% 98% False False 27,526
120 11,972 9,790 2,182 18.3% 101 0.8% 99% False False 22,939
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 12,222
2.618 12,126
1.618 12,067
1.000 12,030
0.618 12,008
HIGH 11,971
0.618 11,949
0.500 11,942
0.382 11,935
LOW 11,912
0.618 11,876
1.000 11,853
1.618 11,817
2.618 11,758
4.250 11,661
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 11,943 11,933
PP 11,942 11,922
S1 11,942 11,912

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

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