mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 11,035 10,983 -52 -0.5% 11,229
High 11,055 11,268 213 1.9% 11,244
Low 10,932 10,971 39 0.4% 10,968
Close 10,996 11,233 237 2.2% 11,030
Range 123 297 174 141.5% 276
ATR 150 160 11 7.0% 0
Volume 141,113 149,634 8,521 6.0% 418,021
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 12,048 11,938 11,396
R3 11,751 11,641 11,315
R2 11,454 11,454 11,288
R1 11,344 11,344 11,260 11,399
PP 11,157 11,157 11,157 11,185
S1 11,047 11,047 11,206 11,102
S2 10,860 10,860 11,179
S3 10,563 10,750 11,151
S4 10,266 10,453 11,070
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 11,268 10,916 352 3.1% 194 1.7% 90% True False 118,884
10 11,268 10,916 352 3.1% 173 1.5% 90% True False 114,168
20 11,431 10,916 515 4.6% 155 1.4% 62% False False 120,270
40 11,431 10,810 621 5.5% 145 1.3% 68% False False 121,983
60 11,431 10,233 1,198 10.7% 140 1.2% 83% False False 122,803
80 11,431 9,844 1,587 14.1% 148 1.3% 88% False False 92,177
100 11,431 9,844 1,587 14.1% 150 1.3% 88% False False 73,757
120 11,431 9,452 1,979 17.6% 151 1.3% 90% False False 61,475
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 23
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 12,530
2.618 12,046
1.618 11,749
1.000 11,565
0.618 11,452
HIGH 11,268
0.618 11,155
0.500 11,120
0.382 11,085
LOW 10,971
0.618 10,788
1.000 10,674
1.618 10,491
2.618 10,194
4.250 9,709
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 11,195 11,186
PP 11,157 11,139
S1 11,120 11,092

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

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