mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 11,290 11,304 14 0.1% 11,024
High 11,321 11,377 56 0.5% 11,332
Low 11,216 11,265 49 0.4% 10,855
Close 11,305 11,297 -8 -0.1% 11,298
Range 105 112 7 6.7% 477
ATR 138 137 -2 -1.4% 0
Volume 17,397 50,819 33,422 192.1% 845
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,649 11,585 11,359
R3 11,537 11,473 11,328
R2 11,425 11,425 11,318
R1 11,361 11,361 11,307 11,337
PP 11,313 11,313 11,313 11,301
S1 11,249 11,249 11,287 11,225
S2 11,201 11,201 11,277
S3 11,089 11,137 11,266
S4 10,977 11,025 11,236
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 11,377 11,216 161 1.4% 102 0.9% 50% True False 14,835
10 11,377 10,855 522 4.6% 140 1.2% 85% True False 7,478
20 11,377 10,855 522 4.6% 141 1.2% 85% True False 3,775
40 11,377 10,794 583 5.2% 135 1.2% 86% True False 1,920
60 11,377 10,412 965 8.5% 132 1.2% 92% True False 1,298
80 11,377 9,790 1,587 14.0% 114 1.0% 95% True False 975
100 11,377 9,790 1,587 14.0% 93 0.8% 95% True False 781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,853
2.618 11,670
1.618 11,558
1.000 11,489
0.618 11,446
HIGH 11,377
0.618 11,334
0.500 11,321
0.382 11,308
LOW 11,265
0.618 11,196
1.000 11,153
1.618 11,084
2.618 10,972
4.250 10,789
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 11,321 11,297
PP 11,313 11,297
S1 11,305 11,297

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

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