mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 11,357 11,310 -47 -0.4% 11,068
High 11,400 11,336 -64 -0.6% 11,431
Low 11,267 11,221 -46 -0.4% 11,009
Close 11,313 11,302 -11 -0.1% 11,376
Range 133 115 -18 -13.5% 422
ATR 134 133 -1 -1.0% 0
Volume 119,411 135,188 15,777 13.2% 615,668
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,631 11,582 11,365
R3 11,516 11,467 11,334
R2 11,401 11,401 11,323
R1 11,352 11,352 11,313 11,319
PP 11,286 11,286 11,286 11,270
S1 11,237 11,237 11,292 11,204
S2 11,171 11,171 11,281
S3 11,056 11,122 11,271
S4 10,941 11,007 11,239
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,538 12,379 11,608
R3 12,116 11,957 11,492
R2 11,694 11,694 11,453
R1 11,535 11,535 11,415 11,615
PP 11,272 11,272 11,272 11,312
S1 11,113 11,113 11,337 11,193
S2 10,850 10,850 11,299
S3 10,428 10,691 11,260
S4 10,006 10,269 11,144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,431 11,164 267 2.4% 126 1.1% 52% False False 113,183
10 11,431 10,996 435 3.8% 128 1.1% 70% False False 117,753
20 11,431 10,861 570 5.0% 137 1.2% 77% False False 124,104
40 11,431 10,452 979 8.7% 137 1.2% 87% False False 128,272
60 11,431 9,844 1,587 14.0% 141 1.2% 92% False False 94,730
80 11,431 9,844 1,587 14.0% 144 1.3% 92% False False 71,068
100 11,431 9,452 1,979 17.5% 153 1.4% 93% False False 56,871
120 11,431 9,452 1,979 17.5% 137 1.2% 93% False False 47,394
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 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,825
2.618 11,637
1.618 11,522
1.000 11,451
0.618 11,407
HIGH 11,336
0.618 11,292
0.500 11,279
0.382 11,265
LOW 11,221
0.618 11,150
1.000 11,106
1.618 11,035
2.618 10,920
4.250 10,732
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 11,294 11,311
PP 11,286 11,308
S1 11,279 11,305

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

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