mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 11,229 11,163 -66 -0.6% 11,151
High 11,244 11,163 -81 -0.7% 11,246
Low 11,031 10,968 -63 -0.6% 10,947
Close 11,165 11,014 -151 -1.4% 11,179
Range 213 195 -18 -8.5% 299
ATR 140 144 4 2.9% 0
Volume 115,366 137,506 22,140 19.2% 577,261
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,633 11,519 11,121
R3 11,438 11,324 11,068
R2 11,243 11,243 11,050
R1 11,129 11,129 11,032 11,089
PP 11,048 11,048 11,048 11,028
S1 10,934 10,934 10,996 10,894
S2 10,853 10,853 10,978
S3 10,658 10,739 10,961
S4 10,463 10,544 10,907
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 10,967 277 2.5% 151 1.4% 17% False False 109,452
10 11,336 10,947 389 3.5% 148 1.3% 17% False False 123,059
20 11,431 10,947 484 4.4% 141 1.3% 14% False False 120,590
40 11,431 10,638 793 7.2% 139 1.3% 47% False False 125,672
60 11,431 9,844 1,587 14.4% 137 1.2% 74% False False 112,951
80 11,431 9,844 1,587 14.4% 142 1.3% 74% False False 84,752
100 11,431 9,452 1,979 18.0% 150 1.4% 79% False False 67,816
120 11,431 9,452 1,979 18.0% 146 1.3% 79% False False 56,521
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 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,992
2.618 11,674
1.618 11,479
1.000 11,358
0.618 11,284
HIGH 11,163
0.618 11,089
0.500 11,066
0.382 11,043
LOW 10,968
0.618 10,848
1.000 10,773
1.618 10,653
2.618 10,458
4.250 10,139
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 11,066 11,106
PP 11,048 11,075
S1 11,031 11,045

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

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