mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 11,163 11,012 -151 -1.4% 11,151
High 11,163 11,175 12 0.1% 11,246
Low 10,968 10,985 17 0.2% 10,947
Close 11,014 11,155 141 1.3% 11,179
Range 195 190 -5 -2.6% 299
ATR 144 147 3 2.3% 0
Volume 137,506 104,539 -32,967 -24.0% 577,261
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,675 11,605 11,260
R3 11,485 11,415 11,207
R2 11,295 11,295 11,190
R1 11,225 11,225 11,173 11,260
PP 11,105 11,105 11,105 11,123
S1 11,035 11,035 11,138 11,070
S2 10,915 10,915 11,120
S3 10,725 10,845 11,103
S4 10,535 10,655 11,051
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,021 11,899 11,344
R3 11,722 11,600 11,261
R2 11,423 11,423 11,234
R1 11,301 11,301 11,207 11,362
PP 11,124 11,124 11,124 11,155
S1 11,002 11,002 11,152 11,063
S2 10,825 10,825 11,124
S3 10,526 10,703 11,097
S4 10,227 10,404 11,015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,244 10,968 276 2.5% 177 1.6% 68% False False 110,718
10 11,309 10,947 362 3.2% 155 1.4% 57% False False 119,994
20 11,431 10,947 484 4.3% 141 1.3% 43% False False 118,874
40 11,431 10,638 793 7.1% 142 1.3% 65% False False 125,041
60 11,431 9,955 1,476 13.2% 138 1.2% 81% False False 114,681
80 11,431 9,844 1,587 14.2% 144 1.3% 83% False False 86,058
100 11,431 9,557 1,874 16.8% 149 1.3% 85% False False 68,860
120 11,431 9,452 1,979 17.7% 147 1.3% 86% False False 57,392
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 False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,983
2.618 11,673
1.618 11,483
1.000 11,365
0.618 11,293
HIGH 11,175
0.618 11,103
0.500 11,080
0.382 11,058
LOW 10,985
0.618 10,868
1.000 10,795
1.618 10,678
2.618 10,488
4.250 10,178
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 11,130 11,139
PP 11,105 11,122
S1 11,080 11,106

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

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