mini-sized Dow ($5) Future March 2011

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	11,090	10,934	-156	-1.4%	11,310
High	11,090	10,956	-134	-1.2%	11,334
Low	10,881	10,900	19	0.2%	11,042
Close	10,916	10,926	10	0.1%	11,083
Range	209	56	-153	-73.2%	292
ATR	129	124	-5	-4.1%	0
Volume	57	162	105	184.2%	246

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,095	11,067	10,957
R3	11,039	11,011	10,942
R2	10,983	10,983	10,936
R1	10,955	10,955	10,931	10,941
PP	10,927	10,927	10,927	10,921
S1	10,899	10,899	10,921	10,885
S2	10,871	10,871	10,916
S3	10,815	10,843	10,911
S4	10,759	10,787	10,895

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,029	11,848	11,244
R3	11,737	11,556	11,163
R2	11,445	11,445	11,137
R1	11,264	11,264	11,110	11,209
PP	11,153	11,153	11,153	11,125
S1	10,972	10,972	11,056	10,917
S2	10,861	10,861	11,030
S3	10,569	10,680	11,003
S4	10,277	10,388	10,923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,234	10,881	353	3.2%	124	1.1%	13%	False	False	75
10	11,352	10,881	471	4.3%	122	1.1%	10%	False	False	65
20	11,352	10,881	471	4.3%	119	1.1%	10%	False	False	70
40	11,352	10,512	840	7.7%	129	1.2%	49%	False	False	64
60	11,352	9,790	1,562	14.3%	116	1.1%	73%	False	False	47
80	11,352	9,790	1,562	14.3%	89	0.8%	73%	False	False	36

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	28
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	11,194
2.618	11,103
1.618	11,047
1.000	11,012
0.618	10,991
HIGH	10,956
0.618	10,935
0.500	10,928
0.382	10,922
LOW	10,900
0.618	10,866
1.000	10,844
1.618	10,810
2.618	10,754
4.250	10,662

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	10,928	11,029
PP	10,927	10,995
S1	10,927	10,960

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols