mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 11,351 11,364 13 0.1% 11,055
High 11,385 11,442 57 0.5% 11,399
Low 11,285 11,328 43 0.4% 10,916
Close 11,368 11,362 -6 -0.1% 11,364
Range 100 114 14 14.0% 483
ATR 145 143 -2 -1.5% 0
Volume 110,089 84,413 -25,676 -23.3% 632,070
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,719 11,655 11,425
R3 11,605 11,541 11,393
R2 11,491 11,491 11,383
R1 11,427 11,427 11,373 11,402
PP 11,377 11,377 11,377 11,365
S1 11,313 11,313 11,352 11,288
S2 11,263 11,263 11,341
S3 11,149 11,199 11,331
S4 11,035 11,085 11,299
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 11,285 163 1.4% 104 0.9% 47% False False 97,376
10 11,448 10,916 532 4.7% 146 1.3% 84% False False 108,991
20 11,448 10,916 532 4.7% 150 1.3% 84% False False 114,492
40 11,448 10,861 587 5.2% 143 1.3% 85% False False 119,298
60 11,448 10,452 996 8.8% 142 1.2% 91% False False 123,679
80 11,448 9,844 1,604 14.1% 143 1.3% 95% False False 99,671
100 11,448 9,844 1,604 14.1% 146 1.3% 95% False False 79,753
120 11,448 9,452 1,996 17.6% 153 1.3% 96% False False 66,475
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,927
2.618 11,741
1.618 11,627
1.000 11,556
0.618 11,513
HIGH 11,442
0.618 11,399
0.500 11,385
0.382 11,372
LOW 11,328
0.618 11,258
1.000 11,214
1.618 11,144
2.618 11,030
4.250 10,844
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 11,385 11,367
PP 11,377 11,365
S1 11,370 11,364

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

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