mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	11,472	11,491	19	0.2%	11,411
High	11,514	11,498	-16	-0.1%	11,520
Low	11,405	11,483	78	0.7%	11,381
Close	11,490	11,498	8	0.1%	11,498
Range	109	15	-94	-86.2%	139
ATR	128	119	-8	-6.3%	0
Volume	15,101	1,229	-13,872	-91.9%	99,568

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,538	11,533	11,506
R3	11,523	11,518	11,502
R2	11,508	11,508	11,501
R1	11,503	11,503	11,500	11,506
PP	11,493	11,493	11,493	11,494
S1	11,488	11,488	11,497	11,491
S2	11,478	11,478	11,495
S3	11,463	11,473	11,494
S4	11,448	11,458	11,490

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,883	11,830	11,575
R3	11,744	11,691	11,536
R2	11,605	11,605	11,524
R1	11,552	11,552	11,511	11,579
PP	11,466	11,466	11,466	11,480
S1	11,413	11,413	11,485	11,440
S2	11,327	11,327	11,473
S3	11,188	11,274	11,460
S4	11,049	11,135	11,422

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,520	11,381	139	1.2%	83	0.7%	84%	False	False	19,913
10	11,520	11,285	235	2.0%	89	0.8%	91%	False	False	53,091
20	11,520	10,916	604	5.3%	131	1.1%	96%	False	False	83,438
40	11,520	10,916	604	5.3%	130	1.1%	96%	False	False	100,606
60	11,520	10,591	929	8.1%	136	1.2%	98%	False	False	112,304
80	11,520	9,844	1,676	14.6%	137	1.2%	99%	False	False	101,330
100	11,520	9,844	1,676	14.6%	141	1.2%	99%	False	False	81,086
120	11,520	9,452	2,068	18.0%	147	1.3%	99%	False	False	67,585

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	26
Narrowest range in 127 trading days

Fibonacci Retracements and Extensions
4.250	11,562
2.618	11,537
1.618	11,522
1.000	11,513
0.618	11,507
HIGH	11,498
0.618	11,492
0.500	11,491
0.382	11,489
LOW	11,483
0.618	11,474
1.000	11,468
1.618	11,459
2.618	11,444
4.250	11,419

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	11,496	11,486
PP	11,493	11,474
S1	11,491	11,463

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols