mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	11,090	11,152	62	0.6%	11,093
High	11,172	11,187	15	0.1%	11,200
Low	11,074	11,047	-27	-0.2%	10,970
Close	11,152	11,177	25	0.2%	11,066
Range	98	140	42	42.9%	230
ATR	137	137	0	0.2%	0
Volume	87,127	149,668	62,541	71.8%	579,329

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,557	11,507	11,254
R3	11,417	11,367	11,216
R2	11,277	11,277	11,203
R1	11,227	11,227	11,190	11,252
PP	11,137	11,137	11,137	11,150
S1	11,087	11,087	11,164	11,112
S2	10,997	10,997	11,151
S3	10,857	10,947	11,139
S4	10,717	10,807	11,100

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	10,996	200	1.8%	130	1.2%	91%	False	False	122,324
10	11,200	10,970	230	2.1%	125	1.1%	90%	False	False	118,611
20	11,200	10,810	390	3.5%	138	1.2%	94%	False	False	124,903
40	11,200	10,305	895	8.0%	133	1.2%	97%	False	False	127,612
60	11,200	9,844	1,356	12.1%	145	1.3%	98%	False	False	85,307
80	11,200	9,844	1,356	12.1%	148	1.3%	98%	False	False	63,999
100	11,200	9,452	1,748	15.6%	151	1.4%	99%	False	False	51,212
120	11,200	9,452	1,748	15.6%	138	1.2%	99%	False	False	42,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,782
2.618	11,554
1.618	11,414
1.000	11,327
0.618	11,274
HIGH	11,187
0.618	11,134
0.500	11,117
0.382	11,101
LOW	11,047
0.618	10,961
1.000	10,907
1.618	10,821
2.618	10,681
4.250	10,452

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	11,157	11,152
PP	11,137	11,127
S1	11,117	11,103

Download as Excel Spreadsheet

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

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