mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 11,171 11,067 -104 -0.9% 11,115
High 11,177 11,071 -106 -0.9% 11,177
Low 10,972 10,906 -66 -0.6% 10,881
Close 11,103 10,952 -151 -1.4% 11,112
Range 205 165 -40 -19.5% 296
ATR 131 136 5 3.6% 0
Volume 77 97 20 26.0% 398
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,471 11,377 11,043
R3 11,306 11,212 10,998
R2 11,141 11,141 10,982
R1 11,047 11,047 10,967 11,012
PP 10,976 10,976 10,976 10,959
S1 10,882 10,882 10,937 10,847
S2 10,811 10,811 10,922
S3 10,646 10,717 10,907
S4 10,481 10,552 10,861
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 10,900 277 2.5% 135 1.2% 19% False False 90
10 11,267 10,881 386 3.5% 135 1.2% 18% False False 72
20 11,352 10,881 471 4.3% 130 1.2% 15% False False 69
40 11,352 10,575 777 7.1% 130 1.2% 49% False False 63
60 11,352 9,814 1,538 14.0% 117 1.1% 74% False False 52
80 11,352 9,790 1,562 14.3% 97 0.9% 74% False False 40
100 11,352 9,483 1,869 17.1% 78 0.7% 79% False False 33
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,772
2.618 11,503
1.618 11,338
1.000 11,236
0.618 11,173
HIGH 11,071
0.618 11,008
0.500 10,989
0.382 10,969
LOW 10,906
0.618 10,804
1.000 10,741
1.618 10,639
2.618 10,474
4.250 10,205
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 10,989 11,042
PP 10,976 11,012
S1 10,964 10,982

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

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