mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 11,067 10,995 -72 -0.7% 11,115
High 11,071 11,110 39 0.4% 11,177
Low 10,906 10,927 21 0.2% 10,881
Close 10,952 11,091 139 1.3% 11,112
Range 165 183 18 10.9% 296
ATR 136 139 3 2.5% 0
Volume 97 61 -36 -37.1% 398
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,592 11,524 11,192
R3 11,409 11,341 11,141
R2 11,226 11,226 11,125
R1 11,158 11,158 11,108 11,192
PP 11,043 11,043 11,043 11,060
S1 10,975 10,975 11,074 11,009
S2 10,860 10,860 11,058
S3 10,677 10,792 11,041
S4 10,494 10,609 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 10,906 271 2.4% 160 1.4% 68% False False 69
10 11,234 10,881 353 3.2% 142 1.3% 59% False False 72
20 11,352 10,881 471 4.2% 131 1.2% 45% False False 70
40 11,352 10,575 777 7.0% 133 1.2% 66% False False 63
60 11,352 9,990 1,362 12.3% 118 1.1% 81% False False 53
80 11,352 9,790 1,562 14.1% 99 0.9% 83% False False 40
100 11,352 9,550 1,802 16.2% 80 0.7% 86% False False 34
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 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,888
2.618 11,589
1.618 11,406
1.000 11,293
0.618 11,223
HIGH 11,110
0.618 11,040
0.500 11,019
0.382 10,997
LOW 10,927
0.618 10,814
1.000 10,744
1.618 10,631
2.618 10,448
4.250 10,149
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 11,067 11,075
PP 11,043 11,058
S1 11,019 11,042

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

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