mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 11,283 11,290 7 0.1% 11,024
High 11,376 11,321 -55 -0.5% 11,332
Low 11,265 11,216 -49 -0.4% 10,855
Close 11,290 11,305 15 0.1% 11,298
Range 111 105 -6 -5.4% 477
ATR 141 138 -3 -1.8% 0
Volume 5,117 17,397 12,280 240.0% 845
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,596 11,555 11,363
R3 11,491 11,450 11,334
R2 11,386 11,386 11,324
R1 11,345 11,345 11,315 11,366
PP 11,281 11,281 11,281 11,291
S1 11,240 11,240 11,296 11,261
S2 11,176 11,176 11,286
S3 11,071 11,135 11,276
S4 10,966 11,030 11,247
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 11,145 231 2.0% 111 1.0% 69% False False 4,717
10 11,376 10,855 521 4.6% 147 1.3% 86% False False 2,403
20 11,376 10,855 521 4.6% 141 1.2% 86% False False 1,237
40 11,376 10,794 582 5.1% 136 1.2% 88% False False 651
60 11,376 10,350 1,026 9.1% 132 1.2% 93% False False 451
80 11,376 9,790 1,586 14.0% 113 1.0% 96% False False 339
100 11,376 9,790 1,586 14.0% 92 0.8% 96% False False 273
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,767
2.618 11,596
1.618 11,491
1.000 11,426
0.618 11,386
HIGH 11,321
0.618 11,281
0.500 11,269
0.382 11,256
LOW 11,216
0.618 11,151
1.000 11,111
1.618 11,046
2.618 10,941
4.250 10,770
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 11,293 11,302
PP 11,281 11,299
S1 11,269 11,296

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

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