mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 11,233 11,364 131 1.2% 11,055
High 11,366 11,399 33 0.3% 11,399
Low 11,211 11,286 75 0.7% 10,916
Close 11,363 11,364 1 0.0% 11,364
Range 155 113 -42 -27.1% 483
ATR 160 156 -3 -2.1% 0
Volume 113,143 89,653 -23,490 -20.8% 632,070
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,689 11,639 11,426
R3 11,576 11,526 11,395
R2 11,463 11,463 11,385
R1 11,413 11,413 11,374 11,421
PP 11,350 11,350 11,350 11,353
S1 11,300 11,300 11,354 11,308
S2 11,237 11,237 11,343
S3 11,124 11,187 11,333
S4 11,011 11,074 11,302
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 11,399 10,916 483 4.3% 178 1.6% 93% True False 126,414
10 11,399 10,916 483 4.3% 174 1.5% 93% True False 113,786
20 11,431 10,916 515 4.5% 150 1.3% 87% False False 116,562
40 11,431 10,810 621 5.5% 146 1.3% 89% False False 120,573
60 11,431 10,323 1,108 9.8% 141 1.2% 94% False False 125,381
80 11,431 9,844 1,587 14.0% 146 1.3% 96% False False 94,710
100 11,431 9,844 1,587 14.0% 150 1.3% 96% False False 75,784
120 11,431 9,452 1,979 17.4% 152 1.3% 97% False False 63,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 26
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 11,879
2.618 11,695
1.618 11,582
1.000 11,512
0.618 11,469
HIGH 11,399
0.618 11,356
0.500 11,343
0.382 11,329
LOW 11,286
0.618 11,216
1.000 11,173
1.618 11,103
2.618 10,990
4.250 10,806
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 11,357 11,304
PP 11,350 11,245
S1 11,343 11,185

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

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