mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 11,421 11,411 -10 -0.1% 11,298
High 11,460 11,454 -6 -0.1% 11,377
Low 11,367 11,353 -14 -0.1% 11,216
Close 11,415 11,431 16 0.1% 11,344
Range 93 101 8 8.6% 161
ATR 125 123 -2 -1.4% 0
Volume 111,746 100,475 -11,271 -10.1% 135,077
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,716 11,674 11,487
R3 11,615 11,573 11,459
R2 11,514 11,514 11,450
R1 11,472 11,472 11,440 11,493
PP 11,413 11,413 11,413 11,423
S1 11,371 11,371 11,422 11,392
S2 11,312 11,312 11,413
S3 11,211 11,270 11,403
S4 11,110 11,169 11,376
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 11,460 11,288 172 1.5% 92 0.8% 83% False False 95,308
10 11,460 11,216 244 2.1% 97 0.8% 88% False False 55,072
20 11,460 10,855 605 5.3% 133 1.2% 95% False False 27,584
40 11,460 10,855 605 5.3% 126 1.1% 95% False False 13,827
60 11,460 10,512 948 8.3% 131 1.1% 97% False False 9,237
80 11,460 9,790 1,670 14.6% 120 1.0% 98% False False 6,931
100 11,460 9,790 1,670 14.6% 98 0.9% 98% False False 5,546
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,883
2.618 11,719
1.618 11,618
1.000 11,555
0.618 11,517
HIGH 11,454
0.618 11,416
0.500 11,404
0.382 11,392
LOW 11,353
0.618 11,291
1.000 11,252
1.618 11,190
2.618 11,089
4.250 10,924
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 11,422 11,422
PP 11,413 11,413
S1 11,404 11,405

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

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