mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 11,111 11,127 16 0.1% 11,011
High 11,135 11,150 15 0.1% 11,164
Low 11,037 10,970 -67 -0.6% 10,861
Close 11,124 11,072 -52 -0.5% 11,090
Range 98 180 82 83.7% 303
ATR 138 141 3 2.2% 0
Volume 100,721 138,869 38,148 37.9% 673,815
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,604 11,518 11,171
R3 11,424 11,338 11,122
R2 11,244 11,244 11,105
R1 11,158 11,158 11,089 11,111
PP 11,064 11,064 11,064 11,041
S1 10,978 10,978 11,056 10,931
S2 10,884 10,884 11,039
S3 10,704 10,798 11,023
S4 10,524 10,618 10,973
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,947 11,822 11,257
R3 11,644 11,519 11,173
R2 11,341 11,341 11,146
R1 11,216 11,216 11,118 11,279
PP 11,038 11,038 11,038 11,070
S1 10,913 10,913 11,062 10,976
S2 10,735 10,735 11,035
S3 10,432 10,610 11,007
S4 10,129 10,307 10,923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,200 10,970 230 2.1% 121 1.1% 44% False True 114,899
10 11,200 10,861 339 3.1% 146 1.3% 62% False False 130,454
20 11,200 10,638 562 5.1% 142 1.3% 77% False False 131,209
40 11,200 9,955 1,245 11.2% 136 1.2% 90% False False 112,585
60 11,200 9,844 1,356 12.2% 145 1.3% 91% False False 75,119
80 11,200 9,557 1,643 14.8% 151 1.4% 92% False False 56,357
100 11,200 9,452 1,748 15.8% 148 1.3% 93% False False 45,096
120 11,200 9,452 1,748 15.8% 138 1.2% 93% False False 37,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,915
2.618 11,621
1.618 11,441
1.000 11,330
0.618 11,261
HIGH 11,150
0.618 11,081
0.500 11,060
0.382 11,039
LOW 10,970
0.618 10,859
1.000 10,790
1.618 10,679
2.618 10,499
4.250 10,205
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 11,068 11,085
PP 11,064 11,081
S1 11,060 11,076

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

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