mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 11,152 11,180 28 0.3% 11,093
High 11,187 11,395 208 1.9% 11,200
Low 11,047 11,164 117 1.1% 10,970
Close 11,177 11,387 210 1.9% 11,066
Range 140 231 91 65.0% 230
ATR 137 144 7 4.9% 0
Volume 149,668 127,295 -22,373 -14.9% 579,329
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,008 11,929 11,514
R3 11,777 11,698 11,451
R2 11,546 11,546 11,429
R1 11,467 11,467 11,408 11,507
PP 11,315 11,315 11,315 11,335
S1 11,236 11,236 11,366 11,276
S2 11,084 11,084 11,345
S3 10,853 11,005 11,324
S4 10,622 10,774 11,260
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 11,395 10,996 399 3.5% 149 1.3% 98% True False 122,728
10 11,395 10,970 425 3.7% 133 1.2% 98% True False 116,209
20 11,395 10,810 585 5.1% 143 1.3% 99% True False 124,583
40 11,395 10,323 1,072 9.4% 136 1.2% 99% True False 129,791
60 11,395 9,844 1,551 13.6% 144 1.3% 99% True False 87,426
80 11,395 9,844 1,551 13.6% 149 1.3% 99% True False 65,590
100 11,395 9,452 1,943 17.1% 153 1.3% 100% True False 52,485
120 11,395 9,452 1,943 17.1% 139 1.2% 100% True False 43,738
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 False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 12,377
2.618 12,000
1.618 11,769
1.000 11,626
0.618 11,538
HIGH 11,395
0.618 11,307
0.500 11,280
0.382 11,252
LOW 11,164
0.618 11,021
1.000 10,933
1.618 10,790
2.618 10,559
4.250 10,182
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 11,351 11,332
PP 11,315 11,276
S1 11,280 11,221

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

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