mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 11,690 11,772 82 0.7% 11,651
High 11,793 11,877 84 0.7% 11,793
Low 11,686 11,751 65 0.6% 11,634
Close 11,759 11,867 108 0.9% 11,759
Range 107 126 19 17.8% 159
ATR 82 85 3 3.8% 0
Volume 37 55 18 48.6% 87
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,210 12,164 11,936
R3 12,084 12,038 11,902
R2 11,958 11,958 11,890
R1 11,912 11,912 11,879 11,935
PP 11,832 11,832 11,832 11,843
S1 11,786 11,786 11,856 11,809
S2 11,706 11,706 11,844
S3 11,580 11,660 11,832
S4 11,454 11,534 11,798
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 12,206 12,141 11,847
R3 12,047 11,982 11,803
R2 11,888 11,888 11,788
R1 11,823 11,823 11,774 11,856
PP 11,729 11,729 11,729 11,745
S1 11,664 11,664 11,745 11,697
S2 11,570 11,570 11,730
S3 11,411 11,505 11,715
S4 11,252 11,346 11,672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,877 11,634 243 2.0% 105 0.9% 96% True False 28
10 11,877 11,466 411 3.5% 97 0.8% 98% True False 24
20 11,877 11,397 480 4.0% 83 0.7% 98% 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 20
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,413
2.618 12,207
1.618 12,081
1.000 12,003
0.618 11,955
HIGH 11,877
0.618 11,829
0.500 11,814
0.382 11,799
LOW 11,751
0.618 11,673
1.000 11,625
1.618 11,547
2.618 11,421
4.250 11,216
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 11,849 11,830
PP 11,832 11,793
S1 11,814 11,756

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

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