mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 11,364 11,363 -1 0.0% 11,055
High 11,399 11,390 -9 -0.1% 11,399
Low 11,286 11,315 29 0.3% 10,916
Close 11,364 11,353 -11 -0.1% 11,364
Range 113 75 -38 -33.6% 483
ATR 156 151 -6 -3.7% 0
Volume 89,653 84,399 -5,254 -5.9% 632,070
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,578 11,540 11,394
R3 11,503 11,465 11,374
R2 11,428 11,428 11,367
R1 11,390 11,390 11,360 11,372
PP 11,353 11,353 11,353 11,343
S1 11,315 11,315 11,346 11,297
S2 11,278 11,278 11,339
S3 11,203 11,240 11,333
S4 11,128 11,165 11,312
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 10,932 467 4.1% 153 1.3% 90% False False 115,588
10 11,399 10,916 483 4.3% 172 1.5% 90% False False 113,449
20 11,400 10,916 484 4.3% 149 1.3% 90% False False 115,499
40 11,431 10,853 578 5.1% 144 1.3% 87% False False 119,440
60 11,431 10,405 1,026 9.0% 141 1.2% 92% False False 125,476
80 11,431 9,844 1,587 14.0% 145 1.3% 95% False False 95,764
100 11,431 9,844 1,587 14.0% 149 1.3% 95% False False 76,628
120 11,431 9,452 1,979 17.4% 152 1.3% 96% False False 63,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,709
2.618 11,586
1.618 11,511
1.000 11,465
0.618 11,436
HIGH 11,390
0.618 11,361
0.500 11,353
0.382 11,344
LOW 11,315
0.618 11,269
1.000 11,240
1.618 11,194
2.618 11,119
4.250 10,996
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 11,353 11,337
PP 11,353 11,321
S1 11,353 11,305

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

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