mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 11,290 11,298 8 0.1% 11,024
High 11,332 11,326 -6 -0.1% 11,332
Low 11,222 11,254 32 0.3% 10,855
Close 11,298 11,288 -10 -0.1% 11,298
Range 110 72 -38 -34.5% 477
ATR 149 143 -5 -3.7% 0
Volume 295 550 255 86.4% 845
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,505 11,469 11,328
R3 11,433 11,397 11,308
R2 11,361 11,361 11,301
R1 11,325 11,325 11,295 11,307
PP 11,289 11,289 11,289 11,281
S1 11,253 11,253 11,282 11,235
S2 11,217 11,217 11,275
S3 11,145 11,181 11,268
S4 11,073 11,109 11,249
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 10,870 462 4.1% 149 1.3% 90% False False 267
10 11,332 10,855 477 4.2% 162 1.4% 91% False False 169
20 11,334 10,855 479 4.2% 140 1.2% 90% False False 116
40 11,352 10,787 565 5.0% 135 1.2% 89% False False 91
60 11,352 10,350 1,002 8.9% 130 1.2% 94% False False 76
80 11,352 9,790 1,562 13.8% 110 1.0% 96% False False 58
100 11,352 9,790 1,562 13.8% 91 0.8% 96% False False 48
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,632
2.618 11,515
1.618 11,443
1.000 11,398
0.618 11,371
HIGH 11,326
0.618 11,299
0.500 11,290
0.382 11,282
LOW 11,254
0.618 11,210
1.000 11,182
1.618 11,138
2.618 11,066
4.250 10,948
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 11,290 11,272
PP 11,289 11,255
S1 11,289 11,239

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

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