mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 11,012 11,135 123 1.1% 11,229
High 11,175 11,189 14 0.1% 11,244
Low 10,985 11,029 44 0.4% 10,968
Close 11,155 11,030 -125 -1.1% 11,030
Range 190 160 -30 -15.8% 276
ATR 147 148 1 0.6% 0
Volume 104,539 60,610 -43,929 -42.0% 418,021
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,563 11,456 11,118
R3 11,403 11,296 11,074
R2 11,243 11,243 11,059
R1 11,136 11,136 11,045 11,110
PP 11,083 11,083 11,083 11,069
S1 10,976 10,976 11,015 10,950
S2 10,923 10,923 11,001
S3 10,763 10,816 10,986
S4 10,603 10,656 10,942
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,909 11,745 11,182
R3 11,633 11,469 11,106
R2 11,357 11,357 11,081
R1 11,193 11,193 11,055 11,137
PP 11,081 11,081 11,081 11,053
S1 10,917 10,917 11,005 10,861
S2 10,805 10,805 10,980
S3 10,529 10,641 10,954
S4 10,253 10,365 10,878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,244 10,968 276 2.5% 171 1.6% 22% False False 101,158
10 11,251 10,947 304 2.8% 160 1.4% 27% False False 114,988
20 11,431 10,947 484 4.4% 143 1.3% 17% False False 115,640
40 11,431 10,638 793 7.2% 141 1.3% 49% False False 121,903
60 11,431 10,166 1,265 11.5% 136 1.2% 68% False False 115,683
80 11,431 9,844 1,587 14.4% 145 1.3% 75% False False 86,815
100 11,431 9,844 1,587 14.4% 147 1.3% 75% False False 69,466
120 11,431 9,452 1,979 17.9% 147 1.3% 80% False False 57,898
Crabel Price Patterns
NR True
NR4 True
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 17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,869
2.618 11,608
1.618 11,448
1.000 11,349
0.618 11,288
HIGH 11,189
0.618 11,128
0.500 11,109
0.382 11,090
LOW 11,029
0.618 10,930
1.000 10,869
1.618 10,770
2.618 10,610
4.250 10,349
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 11,109 11,079
PP 11,083 11,062
S1 11,056 11,046

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

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