mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 11,435 11,448 13 0.1% 11,312
High 11,436 11,451 15 0.1% 11,434
Low 11,402 11,422 20 0.2% 11,293
Close 11,435 11,460 25 0.2% 11,376
Range 34 29 -5 -14.7% 141
ATR 0 55 55 0
Volume 38 1 -37 -97.4% 35
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,531 11,525 11,476
R3 11,502 11,496 11,468
R2 11,473 11,473 11,465
R1 11,467 11,467 11,463 11,470
PP 11,444 11,444 11,444 11,446
S1 11,438 11,438 11,457 11,441
S2 11,415 11,415 11,455
S3 11,386 11,409 11,452
S4 11,357 11,380 11,444
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 11,451 11,336 115 1.0% 33 0.3% 108% True False 15
10 11,451 11,293 158 1.4% 34 0.3% 106% True False 12
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 9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,574
2.618 11,527
1.618 11,498
1.000 11,480
0.618 11,469
HIGH 11,451
0.618 11,440
0.500 11,437
0.382 11,433
LOW 11,422
0.618 11,404
1.000 11,393
1.618 11,375
2.618 11,346
4.250 11,299
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 11,452 11,446
PP 11,444 11,433
S1 11,437 11,419

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

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