mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 11,309 11,243 -66 -0.6% 11,370
High 11,309 11,251 -58 -0.5% 11,400
Low 11,196 11,106 -90 -0.8% 11,106
Close 11,242 11,152 -90 -0.8% 11,152
Range 113 145 32 28.3% 294
ATR 131 132 1 0.7% 0
Volume 110,670 154,602 43,932 39.7% 598,231
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,605 11,523 11,232
R3 11,460 11,378 11,192
R2 11,315 11,315 11,179
R1 11,233 11,233 11,165 11,202
PP 11,170 11,170 11,170 11,154
S1 11,088 11,088 11,139 11,057
S2 11,025 11,025 11,126
S3 10,880 10,943 11,112
S4 10,735 10,798 11,072
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,101 11,921 11,314
R3 11,807 11,627 11,233
R2 11,513 11,513 11,206
R1 11,333 11,333 11,179 11,276
PP 11,219 11,219 11,219 11,191
S1 11,039 11,039 11,125 10,982
S2 10,925 10,925 11,098
S3 10,631 10,745 11,071
S4 10,337 10,451 10,990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,400 11,106 294 2.6% 114 1.0% 16% False True 119,646
10 11,431 11,009 422 3.8% 131 1.2% 34% False False 121,389
20 11,431 10,861 570 5.1% 135 1.2% 51% False False 123,352
40 11,431 10,513 918 8.2% 138 1.2% 70% False False 128,049
60 11,431 9,844 1,587 14.2% 139 1.2% 82% False False 99,148
80 11,431 9,844 1,587 14.2% 141 1.3% 82% False False 74,382
100 11,431 9,452 1,979 17.7% 152 1.4% 86% False False 59,523
120 11,431 9,452 1,979 17.7% 140 1.3% 86% False False 49,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,867
2.618 11,631
1.618 11,486
1.000 11,396
0.618 11,341
HIGH 11,251
0.618 11,196
0.500 11,179
0.382 11,162
LOW 11,106
0.618 11,017
1.000 10,961
1.618 10,872
2.618 10,727
4.250 10,490
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 11,179 11,221
PP 11,170 11,198
S1 11,161 11,175

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

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