mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 11,468 11,503 35 0.3% 11,427
High 11,482 11,586 104 0.9% 11,489
Low 11,410 11,502 92 0.8% 11,397
Close 11,448 11,522 74 0.6% 11,448
Range 72 84 12 16.7% 92
ATR 54 60 6 11.1% 0
Volume 4 132 128 3,200.0% 20
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,789 11,739 11,568
R3 11,705 11,655 11,545
R2 11,621 11,621 11,538
R1 11,571 11,571 11,530 11,596
PP 11,537 11,537 11,537 11,549
S1 11,487 11,487 11,514 11,512
S2 11,453 11,453 11,507
S3 11,369 11,403 11,499
S4 11,285 11,319 11,476
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 11,586 11,410 176 1.5% 51 0.4% 64% True False 29
10 11,586 11,336 250 2.2% 47 0.4% 74% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 11,943
2.618 11,806
1.618 11,722
1.000 11,670
0.618 11,638
HIGH 11,586
0.618 11,554
0.500 11,544
0.382 11,534
LOW 11,502
0.618 11,450
1.000 11,418
1.618 11,366
2.618 11,282
4.250 11,145
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 11,544 11,514
PP 11,537 11,506
S1 11,529 11,498

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

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