mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 10,905 10,913 8 0.1% 10,771
High 10,974 10,974 0 0.0% 10,974
Low 10,835 10,810 -25 -0.2% 10,638
Close 10,912 10,947 35 0.3% 10,947
Range 139 164 25 18.0% 336
ATR 141 142 2 1.2% 0
Volume 133,681 129,720 -3,961 -3.0% 672,660
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,402 11,339 11,037
R3 11,238 11,175 10,992
R2 11,074 11,074 10,977
R1 11,011 11,011 10,962 11,043
PP 10,910 10,910 10,910 10,926
S1 10,847 10,847 10,932 10,879
S2 10,746 10,746 10,917
S3 10,582 10,683 10,902
S4 10,418 10,519 10,857
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,861 11,740 11,132
R3 11,525 11,404 11,040
R2 11,189 11,189 11,009
R1 11,068 11,068 10,978 11,129
PP 10,853 10,853 10,853 10,883
S1 10,732 10,732 10,916 10,793
S2 10,517 10,517 10,886
S3 10,181 10,396 10,855
S4 9,845 10,060 10,762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,974 10,638 336 3.1% 146 1.3% 92% True False 134,532
10 10,974 10,638 336 3.1% 139 1.3% 92% True False 138,939
20 10,974 10,405 569 5.2% 134 1.2% 95% True False 137,549
40 10,974 9,844 1,130 10.3% 146 1.3% 98% True False 72,088
60 10,974 9,844 1,130 10.3% 151 1.4% 98% True False 48,087
80 10,974 9,452 1,522 13.9% 156 1.4% 98% True False 36,082
100 10,974 9,452 1,522 13.9% 137 1.3% 98% True False 28,867
120 11,033 9,452 1,581 14.4% 132 1.2% 95% False False 24,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,671
2.618 11,403
1.618 11,239
1.000 11,138
0.618 11,075
HIGH 10,974
0.618 10,911
0.500 10,892
0.382 10,873
LOW 10,810
0.618 10,709
1.000 10,646
1.618 10,545
2.618 10,381
4.250 10,113
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 10,929 10,929
PP 10,910 10,910
S1 10,892 10,892

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

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