mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 11,135 11,055 -80 -0.7% 11,229
High 11,189 11,115 -74 -0.7% 11,244
Low 11,029 10,916 -113 -1.0% 10,968
Close 11,030 11,039 9 0.1% 11,030
Range 160 199 39 24.4% 276
ATR 148 152 4 2.5% 0
Volume 60,610 138,527 77,917 128.6% 418,021
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,620 11,529 11,149
R3 11,421 11,330 11,094
R2 11,222 11,222 11,076
R1 11,131 11,131 11,057 11,077
PP 11,023 11,023 11,023 10,997
S1 10,932 10,932 11,021 10,878
S2 10,824 10,824 11,003
S3 10,625 10,733 10,984
S4 10,426 10,534 10,930
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,909 11,745 11,182
R3 11,633 11,469 11,106
R2 11,357 11,357 11,081
R1 11,193 11,193 11,055 11,137
PP 11,081 11,081 11,081 11,053
S1 10,917 10,917 11,005 10,861
S2 10,805 10,805 10,980
S3 10,529 10,641 10,954
S4 10,253 10,365 10,878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,244 10,916 328 3.0% 192 1.7% 38% False True 111,309
10 11,246 10,916 330 3.0% 165 1.5% 37% False True 113,380
20 11,431 10,916 515 4.7% 148 1.3% 24% False True 117,385
40 11,431 10,638 793 7.2% 143 1.3% 51% False False 121,808
60 11,431 10,222 1,209 11.0% 138 1.3% 68% False False 117,978
80 11,431 9,844 1,587 14.4% 146 1.3% 75% False False 88,545
100 11,431 9,844 1,587 14.4% 148 1.3% 75% False False 70,851
120 11,431 9,452 1,979 17.9% 148 1.3% 80% False False 59,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,961
2.618 11,636
1.618 11,437
1.000 11,314
0.618 11,238
HIGH 11,115
0.618 11,039
0.500 11,016
0.382 10,992
LOW 10,916
0.618 10,793
1.000 10,717
1.618 10,594
2.618 10,395
4.250 10,070
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 11,031 11,053
PP 11,023 11,048
S1 11,016 11,044

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

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