mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 11,000 11,000 0 0.0% 10,901
High 11,092 11,049 -43 -0.4% 11,092
Low 10,945 10,992 47 0.4% 10,794
Close 11,012 11,020 8 0.1% 11,020
Range 147 57 -90 -61.2% 298
ATR 134 129 -6 -4.1% 0
Volume 112 80 -32 -28.6% 369
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,191 11,163 11,051
R3 11,134 11,106 11,036
R2 11,077 11,077 11,031
R1 11,049 11,049 11,025 11,063
PP 11,020 11,020 11,020 11,028
S1 10,992 10,992 11,015 11,006
S2 10,963 10,963 11,010
S3 10,906 10,935 11,004
S4 10,849 10,878 10,989
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,863 11,739 11,184
R3 11,565 11,441 11,102
R2 11,267 11,267 11,075
R1 11,143 11,143 11,047 11,205
PP 10,969 10,969 10,969 11,000
S1 10,845 10,845 10,993 10,907
S2 10,671 10,671 10,965
S3 10,373 10,547 10,938
S4 10,075 10,249 10,856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,092 10,794 298 2.7% 149 1.3% 76% False False 73
10 11,092 10,787 305 2.8% 135 1.2% 76% False False 64
20 11,092 10,575 517 4.7% 133 1.2% 86% False False 56
40 11,092 9,808 1,284 11.7% 113 1.0% 94% False False 40
60 11,092 9,790 1,302 11.8% 82 0.7% 94% False False 28
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,291
2.618 11,198
1.618 11,141
1.000 11,106
0.618 11,084
HIGH 11,049
0.618 11,027
0.500 11,021
0.382 11,014
LOW 10,992
0.618 10,957
1.000 10,935
1.618 10,900
2.618 10,843
4.250 10,750
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 11,021 11,002
PP 11,020 10,984
S1 11,020 10,967

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

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