mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 11,457 11,468 11 0.1% 11,427
High 11,457 11,482 25 0.2% 11,489
Low 11,431 11,410 -21 -0.2% 11,397
Close 11,457 11,448 -9 -0.1% 11,448
Range 26 72 46 176.9% 92
ATR 53 54 1 2.6% 0
Volume 4 4 0 0.0% 20
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,663 11,627 11,488
R3 11,591 11,555 11,468
R2 11,519 11,519 11,461
R1 11,483 11,483 11,455 11,465
PP 11,447 11,447 11,447 11,438
S1 11,411 11,411 11,442 11,393
S2 11,375 11,375 11,435
S3 11,303 11,339 11,428
S4 11,231 11,267 11,409
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,721 11,676 11,499
R3 11,629 11,584 11,473
R2 11,537 11,537 11,465
R1 11,492 11,492 11,457 11,515
PP 11,445 11,445 11,445 11,456
S1 11,400 11,400 11,440 11,423
S2 11,353 11,353 11,431
S3 11,261 11,308 11,423
S4 11,169 11,216 11,398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,489 11,397 92 0.8% 44 0.4% 55% False False 4
10 11,489 11,336 153 1.3% 39 0.3% 73% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,788
2.618 11,671
1.618 11,599
1.000 11,554
0.618 11,527
HIGH 11,482
0.618 11,455
0.500 11,446
0.382 11,438
LOW 11,410
0.618 11,366
1.000 11,338
1.618 11,294
2.618 11,222
4.250 11,104
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 11,447 11,450
PP 11,447 11,449
S1 11,446 11,449

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

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