mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 11,750 11,716 -34 -0.3% 11,526
High 11,767 11,732 -35 -0.3% 11,675
Low 11,689 11,634 -55 -0.5% 11,466
Close 11,723 11,711 -12 -0.1% 11,663
Range 78 98 20 25.6% 209
ATR 79 80 1 1.8% 0
Volume 23 22 -1 -4.3% 102
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,986 11,947 11,765
R3 11,888 11,849 11,738
R2 11,790 11,790 11,729
R1 11,751 11,751 11,720 11,722
PP 11,692 11,692 11,692 11,678
S1 11,653 11,653 11,702 11,624
S2 11,594 11,594 11,693
S3 11,496 11,555 11,684
S4 11,398 11,457 11,657
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 11,767 11,573 194 1.7% 92 0.8% 71% False False 24
10 11,767 11,466 301 2.6% 94 0.8% 81% False False 19
20 11,767 11,397 370 3.2% 74 0.6% 85% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,149
2.618 11,989
1.618 11,891
1.000 11,830
0.618 11,793
HIGH 11,732
0.618 11,695
0.500 11,683
0.382 11,672
LOW 11,634
0.618 11,574
1.000 11,536
1.618 11,476
2.618 11,378
4.250 11,218
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 11,702 11,708
PP 11,692 11,704
S1 11,683 11,701

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

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