mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 11,168 10,987 -181 -1.6% 11,370
High 11,170 11,028 -142 -1.3% 11,400
Low 10,947 10,967 20 0.2% 11,106
Close 10,984 10,995 11 0.1% 11,152
Range 223 61 -162 -72.6% 294
ATR 139 133 -6 -4.0% 0
Volume 169,486 98,209 -71,277 -42.1% 598,231
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,180 11,148 11,029
R3 11,119 11,087 11,012
R2 11,058 11,058 11,006
R1 11,026 11,026 11,001 11,042
PP 10,997 10,997 10,997 11,005
S1 10,965 10,965 10,990 10,981
S2 10,936 10,936 10,984
S3 10,875 10,904 10,978
S4 10,814 10,843 10,962
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 11,309 10,947 362 3.3% 133 1.2% 13% False False 129,270
10 11,431 10,947 484 4.4% 130 1.2% 10% False False 121,226
20 11,431 10,947 484 4.4% 127 1.2% 10% False False 119,919
40 11,431 10,573 858 7.8% 137 1.2% 49% False False 127,881
60 11,431 9,844 1,587 14.4% 139 1.3% 73% False False 105,492
80 11,431 9,844 1,587 14.4% 142 1.3% 73% False False 79,143
100 11,431 9,452 1,979 18.0% 152 1.4% 78% False False 63,331
120 11,431 9,452 1,979 18.0% 140 1.3% 78% False False 52,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 11,287
2.618 11,188
1.618 11,127
1.000 11,089
0.618 11,066
HIGH 11,028
0.618 11,005
0.500 10,998
0.382 10,990
LOW 10,967
0.618 10,929
1.000 10,906
1.618 10,868
2.618 10,807
4.250 10,708
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 10,998 11,097
PP 10,997 11,063
S1 10,996 11,029

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

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