mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 11,395 11,435 40 0.4% 11,312
High 11,411 11,436 25 0.2% 11,434
Low 11,387 11,402 15 0.1% 11,293
Close 11,417 11,435 18 0.2% 11,376
Range 24 34 10 41.7% 141
ATR
Volume 26 38 12 46.2% 35
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,526 11,515 11,454
R3 11,492 11,481 11,444
R2 11,458 11,458 11,441
R1 11,447 11,447 11,438 11,452
PP 11,424 11,424 11,424 11,427
S1 11,413 11,413 11,432 11,418
S2 11,390 11,390 11,429
S3 11,356 11,379 11,426
S4 11,322 11,345 11,416
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,791 11,724 11,454
R3 11,650 11,583 11,415
R2 11,509 11,509 11,402
R1 11,442 11,442 11,389 11,476
PP 11,368 11,368 11,368 11,384
S1 11,301 11,301 11,363 11,335
S2 11,227 11,227 11,350
S3 11,086 11,160 11,337
S4 10,945 11,019 11,299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,436 11,336 100 0.9% 38 0.3% 99% True False 16
10 11,436 11,200 236 2.1% 41 0.4% 100% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,581
2.618 11,525
1.618 11,491
1.000 11,470
0.618 11,457
HIGH 11,436
0.618 11,423
0.500 11,419
0.382 11,415
LOW 11,402
0.618 11,381
1.000 11,368
1.618 11,347
2.618 11,313
4.250 11,258
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 11,430 11,419
PP 11,424 11,402
S1 11,419 11,386

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

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