mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 11,243 11,151 -92 -0.8% 11,370
High 11,251 11,246 -5 0.0% 11,400
Low 11,106 11,123 17 0.2% 11,106
Close 11,152 11,173 21 0.2% 11,152
Range 145 123 -22 -15.2% 294
ATR 132 132 -1 -0.5% 0
Volume 154,602 113,384 -41,218 -26.7% 598,231
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,550 11,484 11,241
R3 11,427 11,361 11,207
R2 11,304 11,304 11,196
R1 11,238 11,238 11,184 11,271
PP 11,181 11,181 11,181 11,197
S1 11,115 11,115 11,162 11,148
S2 11,058 11,058 11,151
S3 10,935 10,992 11,139
S4 10,812 10,869 11,105
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% 126 1.1% 23% False False 126,651
10 11,431 11,047 384 3.4% 125 1.1% 33% False False 118,136
20 11,431 10,861 570 5.1% 133 1.2% 55% False False 123,955
40 11,431 10,573 858 7.7% 136 1.2% 70% False False 128,043
60 11,431 9,844 1,587 14.2% 139 1.2% 84% False False 101,035
80 11,431 9,844 1,587 14.2% 141 1.3% 84% False False 75,798
100 11,431 9,452 1,979 17.7% 151 1.4% 87% False False 60,656
120 11,431 9,452 1,979 17.7% 139 1.2% 87% False False 50,549
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,769
2.618 11,568
1.618 11,445
1.000 11,369
0.618 11,322
HIGH 11,246
0.618 11,199
0.500 11,185
0.382 11,170
LOW 11,123
0.618 11,047
1.000 11,000
1.618 10,924
2.618 10,801
4.250 10,600
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 11,185 11,208
PP 11,181 11,196
S1 11,177 11,185

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

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