mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 11,068 11,090 22 0.2% 11,093
High 11,196 11,172 -24 -0.2% 11,200
Low 11,009 11,074 65 0.6% 10,970
Close 11,090 11,152 62 0.6% 11,066
Range 187 98 -89 -47.6% 230
ATR 140 137 -3 -2.1% 0
Volume 145,917 87,127 -58,790 -40.3% 579,329
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,427 11,387 11,206
R3 11,329 11,289 11,179
R2 11,231 11,231 11,170
R1 11,191 11,191 11,161 11,211
PP 11,133 11,133 11,133 11,143
S1 11,093 11,093 11,143 11,113
S2 11,035 11,035 11,134
S3 10,937 10,995 11,125
S4 10,839 10,897 11,098
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% 81% False False 120,164
10 11,200 10,903 297 2.7% 131 1.2% 84% False False 118,429
20 11,200 10,810 390 3.5% 134 1.2% 88% False False 123,696
40 11,200 10,233 967 8.7% 133 1.2% 95% False False 124,070
60 11,200 9,844 1,356 12.2% 145 1.3% 96% False False 82,813
80 11,200 9,844 1,356 12.2% 149 1.3% 96% False False 62,129
100 11,200 9,452 1,748 15.7% 150 1.3% 97% False False 49,716
120 11,200 9,452 1,748 15.7% 138 1.2% 97% False False 41,431
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 True
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,589
2.618 11,429
1.618 11,331
1.000 11,270
0.618 11,233
HIGH 11,172
0.618 11,135
0.500 11,123
0.382 11,112
LOW 11,074
0.618 11,014
1.000 10,976
1.618 10,916
2.618 10,818
4.250 10,658
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 11,142 11,133
PP 11,133 11,115
S1 11,123 11,096

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

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