mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 11,296 11,356 60 0.5% 11,298
High 11,347 11,418 71 0.6% 11,377
Low 11,288 11,316 28 0.2% 11,216
Close 11,344 11,366 22 0.2% 11,344
Range 59 102 43 72.9% 161
ATR 131 129 -2 -1.6% 0
Volume 61,194 99,088 37,894 61.9% 135,077
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,673 11,621 11,422
R3 11,571 11,519 11,394
R2 11,469 11,469 11,385
R1 11,417 11,417 11,375 11,443
PP 11,367 11,367 11,367 11,380
S1 11,315 11,315 11,357 11,341
S2 11,265 11,265 11,347
S3 11,163 11,213 11,338
S4 11,061 11,111 11,310
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,795 11,731 11,433
R3 11,634 11,570 11,388
R2 11,473 11,473 11,374
R1 11,409 11,409 11,359 11,441
PP 11,312 11,312 11,312 11,329
S1 11,248 11,248 11,329 11,280
S2 11,151 11,151 11,315
S3 10,990 11,087 11,300
S4 10,829 10,926 11,256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,418 11,216 202 1.8% 98 0.9% 74% True False 46,723
10 11,418 10,870 548 4.8% 123 1.1% 91% True False 23,495
20 11,418 10,855 563 5.0% 137 1.2% 91% True False 11,785
40 11,418 10,794 624 5.5% 132 1.2% 92% True False 5,925
60 11,418 10,476 942 8.3% 132 1.2% 94% True False 3,969
80 11,418 9,790 1,628 14.3% 116 1.0% 97% True False 2,978
100 11,418 9,790 1,628 14.3% 95 0.8% 97% True False 2,384
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,852
2.618 11,685
1.618 11,583
1.000 11,520
0.618 11,481
HIGH 11,418
0.618 11,379
0.500 11,367
0.382 11,355
LOW 11,316
0.618 11,253
1.000 11,214
1.618 11,151
2.618 11,049
4.250 10,883
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 11,367 11,358
PP 11,367 11,350
S1 11,366 11,342

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

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