mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 11,180 11,380 200 1.8% 11,068
High 11,395 11,431 36 0.3% 11,431
Low 11,164 11,346 182 1.6% 11,009
Close 11,387 11,376 -11 -0.1% 11,376
Range 231 85 -146 -63.2% 422
ATR 144 140 -4 -2.9% 0
Volume 127,295 105,661 -21,634 -17.0% 615,668
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,639 11,593 11,423
R3 11,554 11,508 11,400
R2 11,469 11,469 11,392
R1 11,423 11,423 11,384 11,404
PP 11,384 11,384 11,384 11,375
S1 11,338 11,338 11,368 11,319
S2 11,299 11,299 11,361
S3 11,214 11,253 11,353
S4 11,129 11,168 11,329
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,538 12,379 11,608
R3 12,116 11,957 11,492
R2 11,694 11,694 11,453
R1 11,535 11,535 11,415 11,615
PP 11,272 11,272 11,272 11,312
S1 11,113 11,113 11,337 11,193
S2 10,850 10,850 11,299
S3 10,428 10,691 11,260
S4 10,006 10,269 11,144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,431 11,009 422 3.7% 148 1.3% 87% True False 123,133
10 11,431 10,970 461 4.1% 136 1.2% 88% True False 119,499
20 11,431 10,853 578 5.1% 139 1.2% 90% True False 123,381
40 11,431 10,405 1,026 9.0% 137 1.2% 95% True False 130,465
60 11,431 9,844 1,587 14.0% 143 1.3% 97% True False 89,185
80 11,431 9,844 1,587 14.0% 148 1.3% 97% True False 66,910
100 11,431 9,452 1,979 17.4% 153 1.3% 97% True False 53,542
120 11,431 9,452 1,979 17.4% 138 1.2% 97% True False 44,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,792
2.618 11,654
1.618 11,569
1.000 11,516
0.618 11,484
HIGH 11,431
0.618 11,399
0.500 11,389
0.382 11,379
LOW 11,346
0.618 11,294
1.000 11,261
1.618 11,209
2.618 11,124
4.250 10,985
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 11,389 11,330
PP 11,384 11,285
S1 11,380 11,239

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

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