mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 11,087 11,024 -63 -0.6% 11,171
High 11,115 11,050 -65 -0.6% 11,177
Low 10,983 10,855 -128 -1.2% 10,906
Close 10,968 10,975 7 0.1% 10,968
Range 132 195 63 47.7% 271
ATR 139 143 4 2.9% 0
Volume 61 60 -1 -1.6% 296
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,545 11,455 11,082
R3 11,350 11,260 11,029
R2 11,155 11,155 11,011
R1 11,065 11,065 10,993 11,013
PP 10,960 10,960 10,960 10,934
S1 10,870 10,870 10,957 10,818
S2 10,765 10,765 10,939
S3 10,570 10,675 10,922
S4 10,375 10,480 10,868
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 10,855 322 2.9% 176 1.6% 37% False True 71
10 11,177 10,855 322 2.9% 151 1.4% 37% False True 75
20 11,352 10,855 497 4.5% 138 1.3% 24% False True 64
40 11,352 10,575 777 7.1% 134 1.2% 51% False False 63
60 11,352 10,206 1,146 10.4% 120 1.1% 67% False False 54
80 11,352 9,790 1,562 14.2% 103 0.9% 76% False False 42
100 11,352 9,790 1,562 14.2% 84 0.8% 76% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,879
2.618 11,561
1.618 11,366
1.000 11,245
0.618 11,171
HIGH 11,050
0.618 10,976
0.500 10,953
0.382 10,930
LOW 10,855
0.618 10,735
1.000 10,660
1.618 10,540
2.618 10,345
4.250 10,026
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 10,968 10,985
PP 10,960 10,982
S1 10,953 10,978

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

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