mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 11,054 11,068 14 0.1% 11,093
High 11,083 11,196 113 1.0% 11,200
Low 10,996 11,009 13 0.1% 10,970
Close 11,066 11,090 24 0.2% 11,066
Range 87 187 100 114.9% 230
ATR 136 140 4 2.7% 0
Volume 103,634 145,917 42,283 40.8% 579,329
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,659 11,562 11,193
R3 11,472 11,375 11,142
R2 11,285 11,285 11,124
R1 11,188 11,188 11,107 11,237
PP 11,098 11,098 11,098 11,123
S1 11,001 11,001 11,073 11,050
S2 10,911 10,911 11,056
S3 10,724 10,814 11,039
S4 10,537 10,627 10,987
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 11,196 10,970 226 2.0% 138 1.2% 53% True False 122,883
10 11,200 10,861 339 3.1% 142 1.3% 68% False False 129,774
20 11,200 10,690 510 4.6% 140 1.3% 78% False False 127,078
40 11,200 10,233 967 8.7% 134 1.2% 89% False False 121,914
60 11,200 9,844 1,356 12.2% 145 1.3% 92% False False 81,363
80 11,200 9,844 1,356 12.2% 149 1.3% 92% False False 61,040
100 11,200 9,452 1,748 15.8% 149 1.3% 94% False False 48,844
120 11,200 9,452 1,748 15.8% 137 1.2% 94% False False 40,704
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 True
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,991
2.618 11,686
1.618 11,499
1.000 11,383
0.618 11,312
HIGH 11,196
0.618 11,125
0.500 11,103
0.382 11,081
LOW 11,009
0.618 10,894
1.000 10,822
1.618 10,707
2.618 10,520
4.250 10,214
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 11,103 11,096
PP 11,098 11,094
S1 11,094 11,092

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

View Archives - Comment on this page... - Back to Index of Symbols