mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 11,568 11,635 67 0.6% 11,503
High 11,669 11,652 -17 -0.1% 11,639
Low 11,561 11,587 26 0.2% 11,491
Close 11,648 11,621 -27 -0.2% 11,559
Range 108 65 -43 -39.8% 148
ATR 74 74 -1 -0.9% 0
Volume 21 30 9 42.9% 185
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,815 11,783 11,657
R3 11,750 11,718 11,639
R2 11,685 11,685 11,633
R1 11,653 11,653 11,627 11,637
PP 11,620 11,620 11,620 11,612
S1 11,588 11,588 11,615 11,572
S2 11,555 11,555 11,609
S3 11,490 11,523 11,603
S4 11,425 11,458 11,585
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,007 11,931 11,641
R3 11,859 11,783 11,600
R2 11,711 11,711 11,586
R1 11,635 11,635 11,573 11,673
PP 11,563 11,563 11,563 11,582
S1 11,487 11,487 11,546 11,525
S2 11,415 11,415 11,532
S3 11,267 11,339 11,518
S4 11,119 11,191 11,478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,669 11,466 203 1.7% 93 0.8% 76% False False 17
10 11,669 11,410 259 2.2% 88 0.8% 81% False False 24
20 11,669 11,336 333 2.9% 62 0.5% 86% False False 17
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,928
2.618 11,822
1.618 11,757
1.000 11,717
0.618 11,692
HIGH 11,652
0.618 11,627
0.500 11,620
0.382 11,612
LOW 11,587
0.618 11,547
1.000 11,522
1.618 11,482
2.618 11,417
4.250 11,311
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 11,621 11,612
PP 11,620 11,604
S1 11,620 11,595

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

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