mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 11,070 11,054 -16 -0.1% 11,093
High 11,137 11,083 -54 -0.5% 11,200
Low 11,002 10,996 -6 -0.1% 10,970
Close 11,049 11,066 17 0.2% 11,066
Range 135 87 -48 -35.6% 230
ATR 140 136 -4 -2.7% 0
Volume 125,275 103,634 -21,641 -17.3% 579,329
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,309 11,275 11,114
R3 11,222 11,188 11,090
R2 11,135 11,135 11,082
R1 11,101 11,101 11,074 11,118
PP 11,048 11,048 11,048 11,057
S1 11,014 11,014 11,058 11,031
S2 10,961 10,961 11,050
S3 10,874 10,927 11,042
S4 10,787 10,840 11,018
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,769 11,647 11,193
R3 11,539 11,417 11,129
R2 11,309 11,309 11,108
R1 11,187 11,187 11,087 11,133
PP 11,079 11,079 11,079 11,052
S1 10,957 10,957 11,045 10,903
S2 10,849 10,849 11,024
S3 10,619 10,727 11,003
S4 10,389 10,497 10,940
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% 123 1.1% 42% False False 115,865
10 11,200 10,861 339 3.1% 139 1.3% 60% False False 125,314
20 11,200 10,638 562 5.1% 138 1.2% 76% False False 126,230
40 11,200 10,222 978 8.8% 133 1.2% 86% False False 118,274
60 11,200 9,844 1,356 12.3% 145 1.3% 90% False False 78,932
80 11,200 9,844 1,356 12.3% 147 1.3% 90% False False 59,217
100 11,200 9,452 1,748 15.8% 148 1.3% 92% False False 47,385
120 11,200 9,452 1,748 15.8% 137 1.2% 92% False False 39,488
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,453
2.618 11,311
1.618 11,224
1.000 11,170
0.618 11,137
HIGH 11,083
0.618 11,050
0.500 11,040
0.382 11,029
LOW 10,996
0.618 10,942
1.000 10,909
1.618 10,855
2.618 10,768
4.250 10,626
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 11,057 11,064
PP 11,048 11,062
S1 11,040 11,060

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

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