mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 11,411 11,424 13 0.1% 11,363
High 11,479 11,514 35 0.3% 11,448
Low 11,381 11,412 31 0.3% 11,285
Close 11,429 11,484 55 0.5% 11,408
Range 98 102 4 4.1% 163
ATR 134 132 -2 -1.7% 0
Volume 35,093 25,521 -9,572 -27.3% 431,350
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,776 11,732 11,540
R3 11,674 11,630 11,512
R2 11,572 11,572 11,503
R1 11,528 11,528 11,493 11,550
PP 11,470 11,470 11,470 11,481
S1 11,426 11,426 11,475 11,448
S2 11,368 11,368 11,465
S3 11,266 11,324 11,456
S4 11,164 11,222 11,428
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 11,514 11,285 229 2.0% 96 0.8% 87% True False 57,847
10 11,514 10,971 543 4.7% 124 1.1% 94% True False 84,439
20 11,514 10,916 598 5.2% 144 1.3% 95% True False 100,296
40 11,514 10,861 653 5.7% 139 1.2% 95% True False 112,125
60 11,514 10,573 941 8.2% 139 1.2% 97% True False 118,794
80 11,514 9,844 1,670 14.5% 140 1.2% 98% True False 100,850
100 11,514 9,844 1,670 14.5% 142 1.2% 98% True False 80,698
120 11,514 9,452 2,062 18.0% 150 1.3% 99% True False 67,262
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,948
2.618 11,781
1.618 11,679
1.000 11,616
0.618 11,577
HIGH 11,514
0.618 11,475
0.500 11,463
0.382 11,451
LOW 11,412
0.618 11,349
1.000 11,310
1.618 11,247
2.618 11,145
4.250 10,979
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 11,477 11,467
PP 11,470 11,450
S1 11,463 11,433

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

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