mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	11,434	11,443	9	0.1%	11,356
High	11,447	11,472	25	0.2%	11,460
Low	11,388	11,378	-10	-0.1%	11,316
Close	11,430	11,404	-26	-0.2%	11,430
Range	59	94	35	59.3%	144
ATR	119	117	-2	-1.5%	0
Volume	61,409	75,106	13,697	22.3%	476,758

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,700	11,646	11,456
R3	11,606	11,552	11,430
R2	11,512	11,512	11,421
R1	11,458	11,458	11,413	11,438
PP	11,418	11,418	11,418	11,408
S1	11,364	11,364	11,396	11,344
S2	11,324	11,324	11,387
S3	11,230	11,270	11,378
S4	11,136	11,176	11,352

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,834	11,776	11,509
R3	11,690	11,632	11,470
R2	11,546	11,546	11,457
R1	11,488	11,488	11,443	11,517
PP	11,402	11,402	11,402	11,417
S1	11,344	11,344	11,417	11,373
S2	11,258	11,258	11,404
S3	11,114	11,200	11,391
S4	10,970	11,056	11,351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,472	11,349	123	1.1%	91	0.8%	45%	True	False	90,555
10	11,472	11,216	256	2.2%	94	0.8%	73%	True	False	68,639
20	11,472	10,855	617	5.4%	128	1.1%	89%	True	False	34,404
40	11,472	10,855	617	5.4%	125	1.1%	89%	True	False	17,235
60	11,472	10,575	897	7.9%	128	1.1%	92%	True	False	11,509
80	11,472	9,808	1,664	14.6%	119	1.0%	96%	True	False	8,638
100	11,472	9,790	1,682	14.7%	99	0.9%	96%	True	False	6,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,872
2.618	11,718
1.618	11,624
1.000	11,566
0.618	11,530
HIGH	11,472
0.618	11,436
0.500	11,425
0.382	11,414
LOW	11,378
0.618	11,320
1.000	11,284
1.618	11,226
2.618	11,132
4.250	10,979

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	11,425	11,413
PP	11,418	11,410
S1	11,411	11,407

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols