mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 11,364 11,363 -1 0.0% 11,363
High 11,442 11,416 -26 -0.2% 11,448
Low 11,328 11,352 24 0.2% 11,285
Close 11,362 11,408 46 0.4% 11,408
Range 114 64 -50 -43.9% 163
ATR 143 137 -6 -3.9% 0
Volume 84,413 34,120 -50,293 -59.6% 431,350
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,584 11,560 11,443
R3 11,520 11,496 11,426
R2 11,456 11,456 11,420
R1 11,432 11,432 11,414 11,444
PP 11,392 11,392 11,392 11,398
S1 11,368 11,368 11,402 11,380
S2 11,328 11,328 11,396
S3 11,264 11,304 11,391
S4 11,200 11,240 11,373
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,869 11,802 11,498
R3 11,706 11,639 11,453
R2 11,543 11,543 11,438
R1 11,476 11,476 11,423 11,510
PP 11,380 11,380 11,380 11,397
S1 11,313 11,313 11,393 11,347
S2 11,217 11,217 11,378
S3 11,054 11,150 11,363
S4 10,891 10,987 11,318
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% 94 0.8% 75% False False 86,270
10 11,448 10,916 532 4.7% 136 1.2% 92% False False 106,342
20 11,448 10,916 532 4.7% 148 1.3% 92% False False 110,665
40 11,448 10,861 587 5.1% 142 1.2% 93% False False 116,777
60 11,448 10,497 951 8.3% 141 1.2% 96% False False 122,013
80 11,448 9,844 1,604 14.1% 142 1.2% 98% False False 100,096
100 11,448 9,844 1,604 14.1% 144 1.3% 98% False False 80,093
120 11,448 9,452 1,996 17.5% 151 1.3% 98% False False 66,759
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 11,688
2.618 11,584
1.618 11,520
1.000 11,480
0.618 11,456
HIGH 11,416
0.618 11,392
0.500 11,384
0.382 11,377
LOW 11,352
0.618 11,313
1.000 11,288
1.618 11,249
2.618 11,185
4.250 11,080
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 11,400 11,393
PP 11,392 11,378
S1 11,384 11,364

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

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