mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 10,960 11,105 145 1.3% 11,115
High 11,108 11,124 16 0.1% 11,177
Low 10,954 11,030 76 0.7% 10,881
Close 11,106 11,112 6 0.1% 11,112
Range 154 94 -60 -39.0% 296
ATR 128 126 -2 -1.9% 0
Volume 54 60 6 11.1% 398
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,371 11,335 11,164
R3 11,277 11,241 11,138
R2 11,183 11,183 11,129
R1 11,147 11,147 11,121 11,165
PP 11,089 11,089 11,089 11,098
S1 11,053 11,053 11,104 11,071
S2 10,995 10,995 11,095
S3 10,901 10,959 11,086
S4 10,807 10,865 11,060
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,945 11,824 11,275
R3 11,649 11,528 11,194
R2 11,353 11,353 11,166
R1 11,232 11,232 11,139 11,145
PP 11,057 11,057 11,057 11,013
S1 10,936 10,936 11,085 10,849
S2 10,761 10,761 11,058
S3 10,465 10,640 11,031
S4 10,169 10,344 10,949
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% 127 1.1% 78% False False 79
10 11,334 10,881 453 4.1% 117 1.1% 51% False False 64
20 11,352 10,881 471 4.2% 122 1.1% 49% False False 66
40 11,352 10,575 777 7.0% 127 1.1% 69% False False 61
60 11,352 9,808 1,544 13.9% 116 1.0% 84% False False 49
80 11,352 9,790 1,562 14.1% 92 0.8% 85% False False 38
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,524
2.618 11,370
1.618 11,276
1.000 11,218
0.618 11,182
HIGH 11,124
0.618 11,088
0.500 11,077
0.382 11,066
LOW 11,030
0.618 10,972
1.000 10,936
1.618 10,878
2.618 10,784
4.250 10,631
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 11,100 11,079
PP 11,089 11,045
S1 11,077 11,012

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

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