mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 10,992 11,173 181 1.6% 11,151
High 11,180 11,192 12 0.1% 11,246
Low 10,991 11,095 104 0.9% 10,947
Close 11,176 11,179 3 0.0% 11,179
Range 189 97 -92 -48.7% 299
ATR 137 134 -3 -2.1% 0
Volume 108,413 87,769 -20,644 -19.0% 577,261
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,446 11,410 11,232
R3 11,349 11,313 11,206
R2 11,252 11,252 11,197
R1 11,216 11,216 11,188 11,234
PP 11,155 11,155 11,155 11,165
S1 11,119 11,119 11,170 11,137
S2 11,058 11,058 11,161
S3 10,961 11,022 11,152
S4 10,864 10,925 11,126
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,021 11,899 11,344
R3 11,722 11,600 11,261
R2 11,423 11,423 11,234
R1 11,301 11,301 11,207 11,362
PP 11,124 11,124 11,124 11,155
S1 11,002 11,002 11,152 11,063
S2 10,825 10,825 11,124
S3 10,526 10,703 11,097
S4 10,227 10,404 11,015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,246 10,947 299 2.7% 139 1.2% 78% False False 115,452
10 11,400 10,947 453 4.1% 127 1.1% 51% False False 117,549
20 11,431 10,947 484 4.3% 131 1.2% 48% False False 118,524
40 11,431 10,638 793 7.1% 136 1.2% 68% False False 125,812
60 11,431 9,844 1,587 14.2% 138 1.2% 84% False False 108,751
80 11,431 9,844 1,587 14.2% 142 1.3% 84% False False 81,595
100 11,431 9,452 1,979 17.7% 150 1.3% 87% False False 65,289
120 11,431 9,452 1,979 17.7% 143 1.3% 87% False False 54,414
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,604
2.618 11,446
1.618 11,349
1.000 11,289
0.618 11,252
HIGH 11,192
0.618 11,155
0.500 11,144
0.382 11,132
LOW 11,095
0.618 11,035
1.000 10,998
1.618 10,938
2.618 10,841
4.250 10,683
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 11,167 11,146
PP 11,155 11,113
S1 11,144 11,080

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

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