mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 11,310 11,309 -1 0.0% 11,068
High 11,336 11,309 -27 -0.2% 11,431
Low 11,221 11,196 -25 -0.2% 11,009
Close 11,302 11,242 -60 -0.5% 11,376
Range 115 113 -2 -1.7% 422
ATR 133 131 -1 -1.1% 0
Volume 135,188 110,670 -24,518 -18.1% 615,668
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,588 11,528 11,304
R3 11,475 11,415 11,273
R2 11,362 11,362 11,263
R1 11,302 11,302 11,252 11,276
PP 11,249 11,249 11,249 11,236
S1 11,189 11,189 11,232 11,163
S2 11,136 11,136 11,221
S3 11,023 11,076 11,211
S4 10,910 10,963 11,180
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 11,196 235 2.1% 102 0.9% 20% False True 109,858
10 11,431 10,996 435 3.9% 126 1.1% 57% False False 116,293
20 11,431 10,861 570 5.1% 136 1.2% 67% False False 122,889
40 11,431 10,497 934 8.3% 137 1.2% 80% False False 127,687
60 11,431 9,844 1,587 14.1% 141 1.2% 88% False False 96,574
80 11,431 9,844 1,587 14.1% 143 1.3% 88% False False 72,451
100 11,431 9,452 1,979 17.6% 152 1.4% 90% False False 57,978
120 11,431 9,452 1,979 17.6% 138 1.2% 90% False False 48,316
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,789
2.618 11,605
1.618 11,492
1.000 11,422
0.618 11,379
HIGH 11,309
0.618 11,266
0.500 11,253
0.382 11,239
LOW 11,196
0.618 11,126
1.000 11,083
1.618 11,013
2.618 10,900
4.250 10,716
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 11,253 11,298
PP 11,249 11,279
S1 11,246 11,261

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

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