mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 11,298 11,283 -15 -0.1% 11,024
High 11,326 11,376 50 0.4% 11,332
Low 11,254 11,265 11 0.1% 10,855
Close 11,288 11,290 2 0.0% 11,298
Range 72 111 39 54.2% 477
ATR 143 141 -2 -1.6% 0
Volume 550 5,117 4,567 830.4% 845
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,643 11,578 11,351
R3 11,532 11,467 11,321
R2 11,421 11,421 11,310
R1 11,356 11,356 11,300 11,389
PP 11,310 11,310 11,310 11,327
S1 11,245 11,245 11,280 11,278
S2 11,199 11,199 11,270
S3 11,088 11,134 11,260
S4 10,977 11,023 11,229
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 11,376 10,909 467 4.1% 148 1.3% 82% True False 1,266
10 11,376 10,855 521 4.6% 153 1.4% 83% True False 673
20 11,376 10,855 521 4.6% 142 1.3% 83% True False 368
40 11,376 10,787 589 5.2% 136 1.2% 85% True False 216
60 11,376 10,350 1,026 9.1% 131 1.2% 92% True False 161
80 11,376 9,790 1,586 14.0% 112 1.0% 95% True False 122
100 11,376 9,790 1,586 14.0% 91 0.8% 95% True False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,848
2.618 11,667
1.618 11,556
1.000 11,487
0.618 11,445
HIGH 11,376
0.618 11,334
0.500 11,321
0.382 11,308
LOW 11,265
0.618 11,197
1.000 11,154
1.618 11,086
2.618 10,975
4.250 10,793
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 11,321 11,299
PP 11,310 11,296
S1 11,300 11,293

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

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