mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 10,915 11,166 251 2.3% 11,171
High 11,200 11,299 99 0.9% 11,177
Low 10,909 11,145 236 2.2% 10,906
Close 11,167 11,297 130 1.2% 10,968
Range 291 154 -137 -47.1% 271
ATR 152 152 0 0.1% 0
Volume 143 227 84 58.7% 296
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,709 11,657 11,382
R3 11,555 11,503 11,339
R2 11,401 11,401 11,325
R1 11,349 11,349 11,311 11,375
PP 11,247 11,247 11,247 11,260
S1 11,195 11,195 11,283 11,221
S2 11,093 11,093 11,269
S3 10,939 11,041 11,255
S4 10,785 10,887 11,212
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 11,299 10,855 444 3.9% 178 1.6% 100% True False 122
10 11,299 10,855 444 3.9% 169 1.5% 100% True False 96
20 11,352 10,855 497 4.4% 145 1.3% 89% False False 80
40 11,352 10,754 598 5.3% 138 1.2% 91% False False 71
60 11,352 10,263 1,089 9.6% 129 1.1% 95% False False 63
80 11,352 9,790 1,562 13.8% 109 1.0% 96% False False 48
100 11,352 9,790 1,562 13.8% 89 0.8% 96% False False 40
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,954
2.618 11,702
1.618 11,548
1.000 11,453
0.618 11,394
HIGH 11,299
0.618 11,240
0.500 11,222
0.382 11,204
LOW 11,145
0.618 11,050
1.000 10,991
1.618 10,896
2.618 10,742
4.250 10,491
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 11,272 11,226
PP 11,247 11,155
S1 11,222 11,085

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

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