mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 11,173 11,229 56 0.5% 11,151
High 11,192 11,244 52 0.5% 11,246
Low 11,095 11,031 -64 -0.6% 10,947
Close 11,179 11,165 -14 -0.1% 11,179
Range 97 213 116 119.6% 299
ATR 134 140 6 4.2% 0
Volume 87,769 115,366 27,597 31.4% 577,261
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,786 11,688 11,282
R3 11,573 11,475 11,224
R2 11,360 11,360 11,204
R1 11,262 11,262 11,185 11,205
PP 11,147 11,147 11,147 11,118
S1 11,049 11,049 11,146 10,992
S2 10,934 10,934 11,126
S3 10,721 10,836 11,107
S4 10,508 10,623 11,048
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 11,244 10,947 297 2.7% 157 1.4% 73% True False 115,848
10 11,400 10,947 453 4.1% 141 1.3% 48% False False 121,249
20 11,431 10,947 484 4.3% 136 1.2% 45% False False 118,751
40 11,431 10,638 793 7.1% 138 1.2% 66% False False 126,151
60 11,431 9,844 1,587 14.2% 138 1.2% 83% False False 110,669
80 11,431 9,844 1,587 14.2% 142 1.3% 83% False False 83,034
100 11,431 9,452 1,979 17.7% 150 1.3% 87% False False 66,442
120 11,431 9,452 1,979 17.7% 145 1.3% 87% False False 55,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,149
2.618 11,802
1.618 11,589
1.000 11,457
0.618 11,376
HIGH 11,244
0.618 11,163
0.500 11,138
0.382 11,112
LOW 11,031
0.618 10,899
1.000 10,818
1.618 10,686
2.618 10,473
4.250 10,126
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 11,156 11,149
PP 11,147 11,133
S1 11,138 11,118

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

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