mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 10,970 10,915 -55 -0.5% 11,171
High 10,985 11,200 215 2.0% 11,177
Low 10,870 10,909 39 0.4% 10,906
Close 10,929 11,167 238 2.2% 10,968
Range 115 291 176 153.0% 271
ATR 141 152 11 7.6% 0
Volume 120 143 23 19.2% 296
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,965 11,857 11,327
R3 11,674 11,566 11,247
R2 11,383 11,383 11,220
R1 11,275 11,275 11,194 11,329
PP 11,092 11,092 11,092 11,119
S1 10,984 10,984 11,140 11,038
S2 10,801 10,801 11,114
S3 10,510 10,693 11,087
S4 10,219 10,402 11,007
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 11,200 10,855 345 3.1% 183 1.6% 90% True False 89
10 11,200 10,855 345 3.1% 159 1.4% 90% True False 89
20 11,352 10,855 497 4.5% 144 1.3% 63% False False 70
40 11,352 10,754 598 5.4% 135 1.2% 69% False False 67
60 11,352 10,263 1,089 9.8% 127 1.1% 83% False False 59
80 11,352 9,790 1,562 14.0% 107 1.0% 88% False False 45
100 11,352 9,790 1,562 14.0% 88 0.8% 88% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 12,437
2.618 11,962
1.618 11,671
1.000 11,491
0.618 11,380
HIGH 11,200
0.618 11,089
0.500 11,055
0.382 11,020
LOW 10,909
0.618 10,729
1.000 10,618
1.618 10,438
2.618 10,147
4.250 9,672
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 11,130 11,121
PP 11,092 11,074
S1 11,055 11,028

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

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