mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 11,166 11,290 124 1.1% 11,024
High 11,299 11,332 33 0.3% 11,332
Low 11,145 11,222 77 0.7% 10,855
Close 11,297 11,298 1 0.0% 11,298
Range 154 110 -44 -28.6% 477
ATR 152 149 -3 -2.0% 0
Volume 227 295 68 30.0% 845
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,614 11,566 11,359
R3 11,504 11,456 11,328
R2 11,394 11,394 11,318
R1 11,346 11,346 11,308 11,370
PP 11,284 11,284 11,284 11,296
S1 11,236 11,236 11,288 11,260
S2 11,174 11,174 11,278
S3 11,064 11,126 11,268
S4 10,954 11,016 11,238
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 12,593 12,422 11,560
R3 12,116 11,945 11,429
R2 11,639 11,639 11,386
R1 11,468 11,468 11,342 11,554
PP 11,162 11,162 11,162 11,204
S1 10,991 10,991 11,254 11,077
S2 10,685 10,685 11,211
S3 10,208 10,514 11,167
S4 9,731 10,037 11,036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,332 10,855 477 4.2% 173 1.5% 93% True False 169
10 11,332 10,855 477 4.2% 165 1.5% 93% True False 120
20 11,352 10,855 497 4.4% 140 1.2% 89% False False 92
40 11,352 10,754 598 5.3% 137 1.2% 91% False False 78
60 11,352 10,273 1,079 9.6% 130 1.1% 95% False False 67
80 11,352 9,790 1,562 13.8% 110 1.0% 97% False False 51
100 11,352 9,790 1,562 13.8% 90 0.8% 97% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 11,800
2.618 11,620
1.618 11,510
1.000 11,442
0.618 11,400
HIGH 11,332
0.618 11,290
0.500 11,277
0.382 11,264
LOW 11,222
0.618 11,154
1.000 11,112
1.618 11,044
2.618 10,934
4.250 10,755
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 11,291 11,239
PP 11,284 11,180
S1 11,277 11,121

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

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