mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 10,469 10,463 -6 -0.1% 10,370
High 10,523 10,520 -3 0.0% 10,419
Low 10,432 10,405 -27 -0.3% 10,233
Close 10,463 10,509 46 0.4% 10,393
Range 91 115 24 26.4% 186
ATR 147 144 -2 -1.5% 0
Volume 167,783 127,855 -39,928 -23.8% 127,731
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,823 10,781 10,572
R3 10,708 10,666 10,541
R2 10,593 10,593 10,530
R1 10,551 10,551 10,520 10,572
PP 10,478 10,478 10,478 10,489
S1 10,436 10,436 10,499 10,457
S2 10,363 10,363 10,488
S3 10,248 10,321 10,478
S4 10,133 10,206 10,446
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 10,523 10,305 218 2.1% 96 0.9% 94% False False 107,907
10 10,523 9,955 568 5.4% 125 1.2% 98% False False 55,007
20 10,523 9,844 679 6.5% 149 1.4% 98% False False 27,648
40 10,617 9,844 773 7.4% 152 1.4% 86% False False 13,865
60 10,617 9,452 1,165 11.1% 164 1.6% 91% False False 9,271
80 10,617 9,452 1,165 11.1% 138 1.3% 91% False False 6,954
100 11,033 9,452 1,581 15.0% 134 1.3% 67% False False 5,564
120 11,033 9,452 1,581 15.0% 116 1.1% 67% False False 4,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,009
2.618 10,821
1.618 10,706
1.000 10,635
0.618 10,591
HIGH 10,520
0.618 10,476
0.500 10,463
0.382 10,449
LOW 10,405
0.618 10,334
1.000 10,290
1.618 10,219
2.618 10,104
4.250 9,916
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 10,494 10,494
PP 10,478 10,479
S1 10,463 10,464

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

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