mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 11,115 11,090 -25 -0.2% 11,310
High 11,177 11,090 -87 -0.8% 11,334
Low 11,058 10,881 -177 -1.6% 11,042
Close 11,105 10,916 -189 -1.7% 11,083
Range 119 209 90 75.6% 292
ATR 122 129 7 6.0% 0
Volume 65 57 -8 -12.3% 246
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,589 11,462 11,031
R3 11,380 11,253 10,974
R2 11,171 11,171 10,954
R1 11,044 11,044 10,935 11,003
PP 10,962 10,962 10,962 10,942
S1 10,835 10,835 10,897 10,794
S2 10,753 10,753 10,878
S3 10,544 10,626 10,859
S4 10,335 10,417 10,801
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,029 11,848 11,244
R3 11,737 11,556 11,163
R2 11,445 11,445 11,137
R1 11,264 11,264 11,110 11,209
PP 11,153 11,153 11,153 11,125
S1 10,972 10,972 11,056 10,917
S2 10,861 10,861 11,030
S3 10,569 10,680 11,003
S4 10,277 10,388 10,923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,267 10,881 386 3.5% 135 1.2% 9% False True 54
10 11,352 10,881 471 4.3% 129 1.2% 7% False True 51
20 11,352 10,841 511 4.7% 126 1.2% 15% False False 66
40 11,352 10,512 840 7.7% 130 1.2% 48% False False 61
60 11,352 9,790 1,562 14.3% 115 1.1% 72% False False 44
80 11,352 9,790 1,562 14.3% 88 0.8% 72% False False 35
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 28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,978
2.618 11,637
1.618 11,428
1.000 11,299
0.618 11,219
HIGH 11,090
0.618 11,010
0.500 10,986
0.382 10,961
LOW 10,881
0.618 10,752
1.000 10,672
1.618 10,543
2.618 10,334
4.250 9,993
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 10,986 11,029
PP 10,962 10,991
S1 10,939 10,954

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

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