mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 10,490 10,432 -58 -0.6% 10,400
High 10,490 10,511 21 0.2% 10,511
Low 10,412 10,432 20 0.2% 10,350
Close 10,488 10,476 -12 -0.1% 10,476
Range 78 79 1 1.3% 161
ATR 93 92 -1 -1.1% 0
Volume 10 3 -7 -70.0% 24
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,710 10,672 10,520
R3 10,631 10,593 10,498
R2 10,552 10,552 10,491
R1 10,514 10,514 10,483 10,533
PP 10,473 10,473 10,473 10,483
S1 10,435 10,435 10,469 10,454
S2 10,394 10,394 10,462
S3 10,315 10,356 10,454
S4 10,236 10,277 10,433
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,929 10,863 10,565
R3 10,768 10,702 10,520
R2 10,607 10,607 10,506
R1 10,541 10,541 10,491 10,574
PP 10,446 10,446 10,446 10,462
S1 10,380 10,380 10,461 10,413
S2 10,285 10,285 10,447
S3 10,124 10,219 10,432
S4 9,963 10,058 10,388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,511 10,350 161 1.5% 79 0.8% 78% True False 4
10 10,511 10,206 305 2.9% 52 0.5% 89% True False 9
20 10,511 9,790 721 6.9% 70 0.7% 95% True False 5
40 10,531 9,790 741 7.1% 39 0.4% 93% False False 6
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 8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,847
2.618 10,718
1.618 10,639
1.000 10,590
0.618 10,560
HIGH 10,511
0.618 10,481
0.500 10,472
0.382 10,462
LOW 10,432
0.618 10,383
1.000 10,353
1.618 10,304
2.618 10,225
4.250 10,096
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 10,475 10,461
PP 10,473 10,446
S1 10,472 10,431

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

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