mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	11,355	11,351	-4	0.0%	11,055
High	11,448	11,385	-63	-0.6%	11,399
Low	11,330	11,285	-45	-0.4%	10,916
Close	11,355	11,368	13	0.1%	11,364
Range	118	100	-18	-15.3%	483
ATR	148	145	-3	-2.3%	0
Volume	118,329	110,089	-8,240	-7.0%	632,070

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,646	11,607	11,423
R3	11,546	11,507	11,396
R2	11,446	11,446	11,386
R1	11,407	11,407	11,377	11,427
PP	11,346	11,346	11,346	11,356
S1	11,307	11,307	11,359	11,327
S2	11,246	11,246	11,350
S3	11,146	11,207	11,341
S4	11,046	11,107	11,313

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,675	12,503	11,630
R3	12,192	12,020	11,497
R2	11,709	11,709	11,453
R1	11,537	11,537	11,408	11,623
PP	11,226	11,226	11,226	11,270
S1	11,054	11,054	11,320	11,140
S2	10,743	10,743	11,276
S3	10,260	10,571	11,231
S4	9,777	10,088	11,098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,448	11,211	237	2.1%	112	1.0%	66%	False	False	103,122
10	11,448	10,916	532	4.7%	153	1.3%	85%	False	False	111,003
20	11,448	10,916	532	4.7%	150	1.3%	85%	False	False	117,031
40	11,448	10,861	587	5.2%	144	1.3%	86%	False	False	120,139
60	11,448	10,405	1,043	9.2%	142	1.2%	92%	False	False	124,403
80	11,448	9,844	1,604	14.1%	144	1.3%	95%	False	False	98,617
100	11,448	9,844	1,604	14.1%	147	1.3%	95%	False	False	78,910
120	11,448	9,452	1,996	17.6%	153	1.3%	96%	False	False	65,771

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,810
2.618	11,647
1.618	11,547
1.000	11,485
0.618	11,447
HIGH	11,385
0.618	11,347
0.500	11,335
0.382	11,323
LOW	11,285
0.618	11,223
1.000	11,185
1.618	11,123
2.618	11,023
4.250	10,860

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	11,357	11,368
PP	11,346	11,367
S1	11,335	11,367

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols