mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 10,322 10,338 16 0.2% 10,370
High 10,419 10,398 -21 -0.2% 10,419
Low 10,305 10,323 18 0.2% 10,233
Close 10,338 10,393 55 0.5% 10,393
Range 114 75 -39 -34.2% 186
ATR 160 154 -6 -3.8% 0
Volume 40,160 78,703 38,543 96.0% 127,731
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,596 10,570 10,434
R3 10,521 10,495 10,414
R2 10,446 10,446 10,407
R1 10,420 10,420 10,400 10,433
PP 10,371 10,371 10,371 10,378
S1 10,345 10,345 10,386 10,358
S2 10,296 10,296 10,379
S3 10,221 10,270 10,373
S4 10,146 10,195 10,352
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,906 10,836 10,495
R3 10,720 10,650 10,444
R2 10,534 10,534 10,427
R1 10,464 10,464 10,410 10,499
PP 10,348 10,348 10,348 10,366
S1 10,278 10,278 10,376 10,313
S2 10,162 10,162 10,359
S3 9,976 10,092 10,342
S4 9,790 9,906 10,291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,419 10,222 197 1.9% 123 1.2% 87% False False 25,611
10 10,419 9,844 575 5.5% 156 1.5% 95% False False 13,099
20 10,419 9,844 575 5.5% 157 1.5% 95% False False 6,627
40 10,617 9,844 773 7.4% 160 1.5% 71% False False 3,356
60 10,617 9,452 1,165 11.2% 164 1.6% 81% False False 2,260
80 10,617 9,452 1,165 11.2% 138 1.3% 81% False False 1,696
100 11,033 9,452 1,581 15.2% 132 1.3% 60% False False 1,357
120 11,033 9,452 1,581 15.2% 114 1.1% 60% False False 1,131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 10,717
2.618 10,594
1.618 10,519
1.000 10,473
0.618 10,444
HIGH 10,398
0.618 10,369
0.500 10,361
0.382 10,352
LOW 10,323
0.618 10,277
1.000 10,248
1.618 10,202
2.618 10,127
4.250 10,004
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 10,382 10,371
PP 10,371 10,348
S1 10,361 10,326

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

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