mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 10,983 11,233 250 2.3% 11,229
High 11,268 11,366 98 0.9% 11,244
Low 10,971 11,211 240 2.2% 10,968
Close 11,233 11,363 130 1.2% 11,030
Range 297 155 -142 -47.8% 276
ATR 160 160 0 -0.2% 0
Volume 149,634 113,143 -36,491 -24.4% 418,021
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,778 11,726 11,448
R3 11,623 11,571 11,406
R2 11,468 11,468 11,392
R1 11,416 11,416 11,377 11,442
PP 11,313 11,313 11,313 11,327
S1 11,261 11,261 11,349 11,287
S2 11,158 11,158 11,335
S3 11,003 11,106 11,321
S4 10,848 10,951 11,278
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 11,366 10,916 450 4.0% 187 1.6% 99% True False 120,605
10 11,366 10,916 450 4.0% 182 1.6% 99% True False 115,662
20 11,431 10,916 515 4.5% 156 1.4% 87% False False 118,444
40 11,431 10,810 621 5.5% 147 1.3% 89% False False 121,673
60 11,431 10,305 1,126 9.9% 141 1.2% 94% False False 124,556
80 11,431 9,844 1,587 14.0% 148 1.3% 96% False False 93,591
100 11,431 9,844 1,587 14.0% 149 1.3% 96% False False 74,888
120 11,431 9,452 1,979 17.4% 152 1.3% 97% False False 62,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,025
2.618 11,772
1.618 11,617
1.000 11,521
0.618 11,462
HIGH 11,366
0.618 11,307
0.500 11,289
0.382 11,270
LOW 11,211
0.618 11,115
1.000 11,056
1.618 10,960
2.618 10,805
4.250 10,552
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 11,338 11,292
PP 11,313 11,220
S1 11,289 11,149

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

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