mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 11,424 11,480 56 0.5% 11,363
High 11,514 11,520 6 0.1% 11,448
Low 11,412 11,430 18 0.2% 11,285
Close 11,484 11,478 -6 -0.1% 11,408
Range 102 90 -12 -11.8% 163
ATR 132 129 -3 -2.3% 0
Volume 25,521 22,624 -2,897 -11.4% 431,350
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,746 11,702 11,528
R3 11,656 11,612 11,503
R2 11,566 11,566 11,495
R1 11,522 11,522 11,486 11,499
PP 11,476 11,476 11,476 11,465
S1 11,432 11,432 11,470 11,409
S2 11,386 11,386 11,462
S3 11,296 11,342 11,453
S4 11,206 11,252 11,429
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 11,520 11,328 192 1.7% 94 0.8% 78% True False 40,354
10 11,520 11,211 309 2.7% 103 0.9% 86% True False 71,738
20 11,520 10,916 604 5.3% 138 1.2% 93% True False 92,953
40 11,520 10,903 617 5.4% 136 1.2% 93% True False 107,677
60 11,520 10,573 947 8.3% 138 1.2% 96% True False 116,824
80 11,520 9,844 1,676 14.6% 140 1.2% 97% True False 101,131
100 11,520 9,844 1,676 14.6% 141 1.2% 97% True False 80,924
120 11,520 9,452 2,068 18.0% 150 1.3% 98% True False 67,450
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,903
2.618 11,756
1.618 11,666
1.000 11,610
0.618 11,576
HIGH 11,520
0.618 11,486
0.500 11,475
0.382 11,465
LOW 11,430
0.618 11,375
1.000 11,340
1.618 11,285
2.618 11,195
4.250 11,048
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 11,477 11,469
PP 11,476 11,460
S1 11,475 11,451

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

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