mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 11,443 11,402 -41 -0.4% 11,356
High 11,472 11,487 15 0.1% 11,460
Low 11,378 11,402 24 0.2% 11,316
Close 11,404 11,471 67 0.6% 11,430
Range 94 85 -9 -9.6% 144
ATR 117 115 -2 -1.9% 0
Volume 75,106 52,404 -22,702 -30.2% 476,758
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,708 11,675 11,518
R3 11,623 11,590 11,495
R2 11,538 11,538 11,487
R1 11,505 11,505 11,479 11,522
PP 11,453 11,453 11,453 11,462
S1 11,420 11,420 11,463 11,437
S2 11,368 11,368 11,456
S3 11,283 11,335 11,448
S4 11,198 11,250 11,424
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 11,487 11,353 134 1.2% 87 0.8% 88% True False 80,228
10 11,487 11,216 271 2.4% 92 0.8% 94% True False 73,367
20 11,487 10,855 632 5.5% 122 1.1% 97% True False 37,020
40 11,487 10,855 632 5.5% 124 1.1% 97% True False 18,543
60 11,487 10,575 912 8.0% 127 1.1% 98% True False 12,381
80 11,487 9,814 1,673 14.6% 118 1.0% 99% True False 9,293
100 11,487 9,790 1,697 14.8% 100 0.9% 99% True False 7,435
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 True
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,848
2.618 11,710
1.618 11,625
1.000 11,572
0.618 11,540
HIGH 11,487
0.618 11,455
0.500 11,445
0.382 11,435
LOW 11,402
0.618 11,350
1.000 11,317
1.618 11,265
2.618 11,180
4.250 11,041
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 11,462 11,458
PP 11,453 11,445
S1 11,445 11,433

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

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