mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 10,995 11,087 92 0.8% 11,171
High 11,110 11,115 5 0.0% 11,177
Low 10,927 10,983 56 0.5% 10,906
Close 11,091 10,968 -123 -1.1% 10,968
Range 183 132 -51 -27.9% 271
ATR 139 139 -1 -0.4% 0
Volume 61 61 0 0.0% 296
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,418 11,325 11,041
R3 11,286 11,193 11,004
R2 11,154 11,154 10,992
R1 11,061 11,061 10,980 11,042
PP 11,022 11,022 11,022 11,012
S1 10,929 10,929 10,956 10,910
S2 10,890 10,890 10,944
S3 10,758 10,797 10,932
S4 10,626 10,665 10,896
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,830 11,670 11,117
R3 11,559 11,399 11,043
R2 11,288 11,288 11,018
R1 11,128 11,128 10,993 11,073
PP 11,017 11,017 11,017 10,989
S1 10,857 10,857 10,943 10,802
S2 10,746 10,746 10,918
S3 10,475 10,586 10,894
S4 10,204 10,315 10,819
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 2.5% 156 1.4% 23% False False 71
10 11,177 10,881 296 2.7% 145 1.3% 29% False False 76
20 11,352 10,881 471 4.3% 131 1.2% 18% False False 66
40 11,352 10,575 777 7.1% 131 1.2% 51% False False 63
60 11,352 10,119 1,233 11.2% 118 1.1% 69% False False 54
80 11,352 9,790 1,562 14.2% 100 0.9% 75% False False 41
100 11,352 9,790 1,562 14.2% 82 0.7% 75% False False 34
Crabel Price Patterns
NR True
NR4 True
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 26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,676
2.618 11,461
1.618 11,329
1.000 11,247
0.618 11,197
HIGH 11,115
0.618 11,065
0.500 11,049
0.382 11,034
LOW 10,983
0.618 10,902
1.000 10,851
1.618 10,770
2.618 10,638
4.250 10,422
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 11,049 11,011
PP 11,022 10,996
S1 10,995 10,982

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

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