mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 11,493 11,499 6 0.1% 11,443
High 11,523 11,506 -17 -0.1% 11,523
Low 11,479 11,453 -26 -0.2% 11,378
Close 11,522 11,503 -19 -0.2% 11,522
Range 44 53 9 20.5% 145
ATR 105 103 -3 -2.5% 0
Volume 33,695 33,695 0 0.0% 201,045
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,646 11,628 11,532
R3 11,593 11,575 11,518
R2 11,540 11,540 11,513
R1 11,522 11,522 11,508 11,531
PP 11,487 11,487 11,487 11,492
S1 11,469 11,469 11,498 11,478
S2 11,434 11,434 11,493
S3 11,381 11,416 11,489
S4 11,328 11,363 11,474
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,909 11,861 11,602
R3 11,764 11,716 11,562
R2 11,619 11,619 11,549
R1 11,571 11,571 11,535 11,595
PP 11,474 11,474 11,474 11,487
S1 11,426 11,426 11,509 11,450
S2 11,329 11,329 11,496
S3 11,184 11,281 11,482
S4 11,039 11,136 11,442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,523 11,378 145 1.3% 65 0.6% 86% False False 46,948
10 11,523 11,316 207 1.8% 79 0.7% 90% False False 71,149
20 11,523 10,855 668 5.8% 106 0.9% 97% False False 42,371
40 11,523 10,855 668 5.8% 118 1.0% 97% False False 21,218
60 11,523 10,575 948 8.2% 123 1.1% 98% False False 14,166
80 11,523 10,119 1,404 12.2% 115 1.0% 99% False False 10,633
100 11,523 9,790 1,733 15.1% 102 0.9% 99% False False 8,507
120 11,523 9,790 1,733 15.1% 86 0.7% 99% False False 7,090
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,731
2.618 11,645
1.618 11,592
1.000 11,559
0.618 11,539
HIGH 11,506
0.618 11,486
0.500 11,480
0.382 11,473
LOW 11,453
0.618 11,420
1.000 11,400
1.618 11,367
2.618 11,314
4.250 11,228
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 11,495 11,498
PP 11,487 11,493
S1 11,480 11,488

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

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