mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 10,934 10,960 26 0.2% 11,310
High 10,956 11,108 152 1.4% 11,334
Low 10,900 10,954 54 0.5% 11,042
Close 10,926 11,106 180 1.6% 11,083
Range 56 154 98 175.0% 292
ATR 124 128 4 3.3% 0
Volume 162 54 -108 -66.7% 246
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,518 11,466 11,191
R3 11,364 11,312 11,148
R2 11,210 11,210 11,134
R1 11,158 11,158 11,120 11,184
PP 11,056 11,056 11,056 11,069
S1 11,004 11,004 11,092 11,030
S2 10,902 10,902 11,078
S3 10,748 10,850 11,064
S4 10,594 10,696 11,021
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 11,177 10,881 296 2.7% 134 1.2% 76% False False 81
10 11,352 10,881 471 4.2% 115 1.0% 48% False False 65
20 11,352 10,881 471 4.2% 120 1.1% 48% False False 67
40 11,352 10,534 818 7.4% 130 1.2% 70% False False 60
60 11,352 9,808 1,544 13.9% 116 1.0% 84% False False 48
80 11,352 9,790 1,562 14.1% 91 0.8% 84% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,763
2.618 11,511
1.618 11,357
1.000 11,262
0.618 11,203
HIGH 11,108
0.618 11,049
0.500 11,031
0.382 11,013
LOW 10,954
0.618 10,859
1.000 10,800
1.618 10,705
2.618 10,551
4.250 10,300
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 11,081 11,069
PP 11,056 11,032
S1 11,031 10,995

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

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