mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 11,127 11,070 -57 -0.5% 11,011
High 11,150 11,137 -13 -0.1% 11,164
Low 10,970 11,002 32 0.3% 10,861
Close 11,072 11,049 -23 -0.2% 11,090
Range 180 135 -45 -25.0% 303
ATR 141 140 0 -0.3% 0
Volume 138,869 125,275 -13,594 -9.8% 673,815
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,468 11,393 11,123
R3 11,333 11,258 11,086
R2 11,198 11,198 11,074
R1 11,123 11,123 11,062 11,093
PP 11,063 11,063 11,063 11,048
S1 10,988 10,988 11,037 10,958
S2 10,928 10,928 11,024
S3 10,793 10,853 11,012
S4 10,658 10,718 10,975
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% 118 1.1% 34% False False 109,690
10 11,200 10,861 339 3.1% 146 1.3% 55% False False 129,484
20 11,200 10,638 562 5.1% 138 1.3% 73% False False 128,165
40 11,200 10,166 1,034 9.4% 133 1.2% 85% False False 115,704
60 11,200 9,844 1,356 12.3% 145 1.3% 89% False False 77,206
80 11,200 9,844 1,356 12.3% 148 1.3% 89% False False 57,923
100 11,200 9,452 1,748 15.8% 147 1.3% 91% False False 46,349
120 11,200 9,452 1,748 15.8% 138 1.2% 91% False False 38,625
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,711
2.618 11,491
1.618 11,356
1.000 11,272
0.618 11,221
HIGH 11,137
0.618 11,086
0.500 11,070
0.382 11,054
LOW 11,002
0.618 10,919
1.000 10,867
1.618 10,784
2.618 10,649
4.250 10,428
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 11,070 11,060
PP 11,063 11,056
S1 11,056 11,053

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

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