mini-sized Dow ($5) Future March 2011
Trading Metrics calculated at close of trading on 28-Dec-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.28)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): 0.74x
ATR(14) %: 0.9%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.9%
3-Month (63d)
7.3%
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
20.5%
52-Week Range
52W Low: 9,483 (21.4%)
Position (99%)
52W High: 11,537 (0.2%)
Daily Pivots for day following 28-Dec-2010
Weekly Pivots for week ending 24-Dec-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 11,822 |
| 2.618 | 11,713 |
| 1.618 | 11,646 |
| 1.000 | 11,604 |
| 0.618 | 11,579 |
| HIGH | 11,537 |
| 0.618 | 11,512 |
| 0.500 | 11,504 |
| 0.382 | 11,496 |
| LOW | 11,470 |
| 0.618 | 11,429 |
| 1.000 | 11,403 |
| 1.618 | 11,362 |
| 2.618 | 11,295 |
| 4.250 | 11,185 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 11,052 |
| 38.2% | 10,753 |
| 50.0% | 10,510 |
| 61.8% | 10,268 |
| 78.6% | 9,923 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 11,500 | 9 | 0.1% | Above |
| 10-Day SMA | 11,460 | 49 | 0.4% | Above |
| 20-Day SMA | 11,359 | 150 | 1.3% | Above |
| 50-Day SMA | 11,186 | 323 | 2.9% | Above |
| 100-Day SMA | 10,807 | 702 | 6.5% | Above |
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 11,630
Middle: 11,359
Lower: 11,089
Bandwidth: 4.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 11,445
Kijun-sen: 11,196
Span A: 11,321
Span B: 11,166
Chikou Span: 11,106
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.73
Neutral 30–70MACD (12, 26, 9)
Bullish Cross107.61
Signal: 101.08 · Hist: 6.53Stochastic (14, 3)
Bearish%K: 91.28
%D: 94.81StochRSI (14)
Bearish%K: 84.89
%D: 92.25ADX (14) & Trend
Strong Trend27.63
+DI: 25.29 · -DI: 11.61CCI (20)
Neutral99.39
Range -100 to +100Williams %R (14)
Bearish-8.72
Range -100 to 0Ultimate Oscillator
Neutral64.82
Periods: 7, 14, 28ROC (12)
Bullish1.88%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral111.37
Bull: 111.37 · Bear: 44.37High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,537 | 11,402 | 135 | 1.2% | 60 | 0.5% | 79% | True | False | 38,433 |
| 10 | 11,537 | 11,349 | 188 | 1.6% | 75 | 0.7% | 85% | True | False | 64,494 |
| 20 | 11,537 | 10,870 | 667 | 5.8% | 99 | 0.9% | 96% | True | False | 43,994 |
| 40 | 11,537 | 10,855 | 682 | 5.9% | 118 | 1.0% | 96% | True | False | 22,029 |
| 60 | 11,537 | 10,575 | 962 | 8.4% | 122 | 1.1% | 97% | True | False | 14,707 |
| 80 | 11,537 | 10,206 | 1,331 | 11.6% | 115 | 1.0% | 98% | True | False | 11,040 |
| 100 | 11,537 | 9,790 | 1,747 | 15.2% | 102 | 0.9% | 98% | True | False | 8,833 |
| 120 | 11,537 | 9,790 | 1,747 | 15.2% | 86 | 0.7% | 98% | True | False | 7,362 |