mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 11,024 10,970 -54 -0.5% 11,171
High 11,050 10,985 -65 -0.6% 11,177
Low 10,855 10,870 15 0.1% 10,906
Close 10,975 10,929 -46 -0.4% 10,968
Range 195 115 -80 -41.0% 271
ATR 143 141 -2 -1.4% 0
Volume 60 120 60 100.0% 296
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,273 11,216 10,992
R3 11,158 11,101 10,961
R2 11,043 11,043 10,950
R1 10,986 10,986 10,940 10,957
PP 10,928 10,928 10,928 10,914
S1 10,871 10,871 10,919 10,842
S2 10,813 10,813 10,908
S3 10,698 10,756 10,898
S4 10,583 10,641 10,866
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 11,115 10,855 260 2.4% 158 1.4% 28% False False 79
10 11,177 10,855 322 2.9% 151 1.4% 23% False False 80
20 11,352 10,855 497 4.5% 134 1.2% 15% False False 66
40 11,352 10,633 719 6.6% 133 1.2% 41% False False 65
60 11,352 10,206 1,146 10.5% 122 1.1% 63% False False 56
80 11,352 9,790 1,562 14.3% 103 0.9% 73% False False 43
100 11,352 9,790 1,562 14.3% 85 0.8% 73% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,474
2.618 11,286
1.618 11,171
1.000 11,100
0.618 11,056
HIGH 10,985
0.618 10,941
0.500 10,928
0.382 10,914
LOW 10,870
0.618 10,799
1.000 10,755
1.618 10,684
2.618 10,569
4.250 10,381
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 10,929 10,985
PP 10,928 10,966
S1 10,928 10,948

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

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