mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 11,105 11,171 66 0.6% 11,115
High 11,124 11,177 53 0.5% 11,177
Low 11,030 10,972 -58 -0.5% 10,881
Close 11,112 11,103 -9 -0.1% 11,112
Range 94 205 111 118.1% 296
ATR 126 131 6 4.5% 0
Volume 60 77 17 28.3% 398
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,699 11,606 11,216
R3 11,494 11,401 11,160
R2 11,289 11,289 11,141
R1 11,196 11,196 11,122 11,140
PP 11,084 11,084 11,084 11,056
S1 10,991 10,991 11,084 10,935
S2 10,879 10,879 11,066
S3 10,674 10,786 11,047
S4 10,469 10,581 10,990
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% 144 1.3% 75% True False 82
10 11,334 10,881 453 4.1% 132 1.2% 49% False False 64
20 11,352 10,881 471 4.2% 126 1.1% 47% False False 66
40 11,352 10,575 777 7.0% 130 1.2% 68% False False 62
60 11,352 9,814 1,538 13.9% 117 1.0% 84% False False 50
80 11,352 9,790 1,562 14.1% 94 0.8% 84% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,048
2.618 11,714
1.618 11,509
1.000 11,382
0.618 11,304
HIGH 11,177
0.618 11,099
0.500 11,075
0.382 11,050
LOW 10,972
0.618 10,845
1.000 10,767
1.618 10,640
2.618 10,435
4.250 10,101
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 11,094 11,091
PP 11,084 11,078
S1 11,075 11,066

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

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