mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 11,628 11,651 23 0.2% 11,526
High 11,675 11,752 77 0.7% 11,675
Low 11,573 11,635 62 0.5% 11,466
Close 11,663 11,748 85 0.7% 11,663
Range 102 117 15 14.7% 209
ATR 76 79 3 3.9% 0
Volume 42 5 -37 -88.1% 102
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,063 12,022 11,812
R3 11,946 11,905 11,780
R2 11,829 11,829 11,770
R1 11,788 11,788 11,759 11,809
PP 11,712 11,712 11,712 11,722
S1 11,671 11,671 11,737 11,692
S2 11,595 11,595 11,727
S3 11,478 11,554 11,716
S4 11,361 11,437 11,684
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,228 12,155 11,778
R3 12,019 11,946 11,721
R2 11,810 11,810 11,701
R1 11,737 11,737 11,682 11,774
PP 11,601 11,601 11,601 11,620
S1 11,528 11,528 11,644 11,565
S2 11,392 11,392 11,625
S3 11,183 11,319 11,606
S4 10,974 11,110 11,548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,752 11,521 231 2.0% 92 0.8% 98% True False 20
10 11,752 11,466 286 2.4% 94 0.8% 99% True False 16
20 11,752 11,336 416 3.5% 71 0.6% 99% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,249
2.618 12,058
1.618 11,941
1.000 11,869
0.618 11,824
HIGH 11,752
0.618 11,707
0.500 11,694
0.382 11,680
LOW 11,635
0.618 11,563
1.000 11,518
1.618 11,446
2.618 11,329
4.250 11,138
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 11,730 11,720
PP 11,712 11,691
S1 11,694 11,663

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

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