mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 11,480 11,472 -8 -0.1% 11,363
High 11,520 11,514 -6 -0.1% 11,448
Low 11,430 11,405 -25 -0.2% 11,285
Close 11,478 11,490 12 0.1% 11,408
Range 90 109 19 21.1% 163
ATR 129 128 -1 -1.1% 0
Volume 22,624 15,101 -7,523 -33.3% 431,350
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,797 11,752 11,550
R3 11,688 11,643 11,520
R2 11,579 11,579 11,510
R1 11,534 11,534 11,500 11,557
PP 11,470 11,470 11,470 11,481
S1 11,425 11,425 11,480 11,448
S2 11,361 11,361 11,470
S3 11,252 11,316 11,460
S4 11,143 11,207 11,430
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 11,352 168 1.5% 93 0.8% 82% False False 26,491
10 11,520 11,285 235 2.0% 98 0.9% 87% False False 61,934
20 11,520 10,916 604 5.3% 140 1.2% 95% False False 88,798
40 11,520 10,916 604 5.3% 134 1.2% 95% False False 104,358
60 11,520 10,573 947 8.2% 138 1.2% 97% False False 114,853
80 11,520 9,844 1,676 14.6% 139 1.2% 98% False False 101,319
100 11,520 9,844 1,676 14.6% 142 1.2% 98% False False 81,074
120 11,520 9,452 2,068 18.0% 150 1.3% 99% False False 67,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,977
2.618 11,799
1.618 11,690
1.000 11,623
0.618 11,581
HIGH 11,514
0.618 11,472
0.500 11,460
0.382 11,447
LOW 11,405
0.618 11,338
1.000 11,296
1.618 11,229
2.618 11,120
4.250 10,942
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 11,480 11,481
PP 11,470 11,472
S1 11,460 11,463

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

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