mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 11,055 11,035 -20 -0.2% 11,229
High 11,115 11,055 -60 -0.5% 11,244
Low 10,916 10,932 16 0.1% 10,968
Close 11,039 10,996 -43 -0.4% 11,030
Range 199 123 -76 -38.2% 276
ATR 152 150 -2 -1.4% 0
Volume 138,527 141,113 2,586 1.9% 418,021
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,363 11,303 11,064
R3 11,240 11,180 11,030
R2 11,117 11,117 11,019
R1 11,057 11,057 11,007 11,026
PP 10,994 10,994 10,994 10,979
S1 10,934 10,934 10,985 10,903
S2 10,871 10,871 10,974
S3 10,748 10,811 10,962
S4 10,625 10,688 10,928
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 11,189 10,916 273 2.5% 174 1.6% 29% False False 116,459
10 11,244 10,916 328 3.0% 165 1.5% 24% False False 116,153
20 11,431 10,916 515 4.7% 145 1.3% 16% False False 117,145
40 11,431 10,690 741 6.7% 142 1.3% 41% False False 122,111
60 11,431 10,233 1,198 10.9% 138 1.3% 64% False False 120,324
80 11,431 9,844 1,587 14.4% 145 1.3% 73% False False 90,308
100 11,431 9,844 1,587 14.4% 148 1.3% 73% False False 72,261
120 11,431 9,452 1,979 18.0% 149 1.4% 78% False False 60,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,578
2.618 11,377
1.618 11,254
1.000 11,178
0.618 11,131
HIGH 11,055
0.618 11,008
0.500 10,994
0.382 10,979
LOW 10,932
0.618 10,856
1.000 10,809
1.618 10,733
2.618 10,610
4.250 10,409
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 10,995 11,053
PP 10,994 11,034
S1 10,994 11,015

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

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