mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 08-Nov-2010

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	11,380	11,370	-10	-0.1%	11,068
High	11,431	11,386	-45	-0.4%	11,431
Low	11,346	11,321	-25	-0.2%	11,009
Close	11,376	11,362	-14	-0.1%	11,376
Range	85	65	-20	-23.5%	422
ATR	140	134	-5	-3.8%	0
Volume	105,661	78,360	-27,301	-25.8%	615,668

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,551	11,522	11,398
R3	11,486	11,457	11,380
R2	11,421	11,421	11,374
R1	11,392	11,392	11,368	11,374
PP	11,356	11,356	11,356	11,348
S1	11,327	11,327	11,356	11,309
S2	11,291	11,291	11,350
S3	11,226	11,262	11,344
S4	11,161	11,197	11,326

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	11,047	384	3.4%	124	1.1%	82%	False	False	109,622
10	11,431	10,970	461	4.1%	131	1.1%	85%	False	False	116,252
20	11,431	10,853	578	5.1%	139	1.2%	88%	False	False	123,910
40	11,431	10,405	1,026	9.0%	136	1.2%	93%	False	False	129,298
60	11,431	9,844	1,587	14.0%	142	1.3%	96%	False	False	90,489
80	11,431	9,844	1,587	14.0%	146	1.3%	96%	False	False	67,888
100	11,431	9,452	1,979	17.4%	153	1.3%	97%	False	False	54,325
120	11,431	9,452	1,979	17.4%	138	1.2%	97%	False	False	45,272

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	11,662
2.618	11,556
1.618	11,491
1.000	11,451
0.618	11,426
HIGH	11,386
0.618	11,361
0.500	11,354
0.382	11,346
LOW	11,321
0.618	11,281
1.000	11,256
1.618	11,216
2.618	11,151
4.250	11,045

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	11,359	11,341
PP	11,356	11,319
S1	11,354	11,298

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