mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 11,151 11,168 17 0.2% 11,370
High 11,246 11,170 -76 -0.7% 11,400
Low 11,123 10,947 -176 -1.6% 11,106
Close 11,173 10,984 -189 -1.7% 11,152
Range 123 223 100 81.3% 294
ATR 132 139 7 5.1% 0
Volume 113,384 169,486 56,102 49.5% 598,231
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,703 11,566 11,107
R3 11,480 11,343 11,045
R2 11,257 11,257 11,025
R1 11,120 11,120 11,005 11,077
PP 11,034 11,034 11,034 11,012
S1 10,897 10,897 10,964 10,854
S2 10,811 10,811 10,943
S3 10,588 10,674 10,923
S4 10,365 10,451 10,861
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 11,336 10,947 389 3.5% 144 1.3% 10% False True 136,666
10 11,431 10,947 484 4.4% 137 1.3% 8% False True 126,372
20 11,431 10,903 528 4.8% 134 1.2% 15% False False 122,400
40 11,431 10,573 858 7.8% 138 1.3% 48% False False 128,760
60 11,431 9,844 1,587 14.4% 140 1.3% 72% False False 103,857
80 11,431 9,844 1,587 14.4% 142 1.3% 72% False False 77,916
100 11,431 9,452 1,979 18.0% 152 1.4% 77% False False 62,350
120 11,431 9,452 1,979 18.0% 141 1.3% 77% False False 51,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,118
2.618 11,754
1.618 11,531
1.000 11,393
0.618 11,308
HIGH 11,170
0.618 11,085
0.500 11,059
0.382 11,032
LOW 10,947
0.618 10,809
1.000 10,724
1.618 10,586
2.618 10,363
4.250 9,999
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 11,059 11,099
PP 11,034 11,061
S1 11,009 11,022

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

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