mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 10,275 10,322 47 0.5% 10,084
High 10,353 10,419 66 0.6% 10,377
Low 10,233 10,305 72 0.7% 9,844
Close 10,326 10,338 12 0.1% 10,371
Range 120 114 -6 -5.0% 533
ATR 164 160 -4 -2.2% 0
Volume 7,960 40,160 32,200 404.5% 2,979
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,696 10,631 10,401
R3 10,582 10,517 10,369
R2 10,468 10,468 10,359
R1 10,403 10,403 10,349 10,436
PP 10,354 10,354 10,354 10,370
S1 10,289 10,289 10,328 10,322
S2 10,240 10,240 10,317
S3 10,126 10,175 10,307
S4 10,012 10,061 10,275
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,796 11,617 10,664
R3 11,263 11,084 10,518
R2 10,730 10,730 10,469
R1 10,551 10,551 10,420 10,641
PP 10,197 10,197 10,197 10,242
S1 10,018 10,018 10,322 10,108
S2 9,664 9,664 10,273
S3 9,131 9,485 10,225
S4 8,598 8,952 10,078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,419 10,166 253 2.4% 125 1.2% 68% True False 10,037
10 10,419 9,844 575 5.6% 164 1.6% 86% True False 5,262
20 10,419 9,844 575 5.6% 161 1.6% 86% True False 2,698
40 10,617 9,844 773 7.5% 163 1.6% 64% False False 1,389
60 10,617 9,452 1,165 11.3% 164 1.6% 76% False False 948
80 10,617 9,452 1,165 11.3% 140 1.3% 76% False False 712
100 11,033 9,452 1,581 15.3% 132 1.3% 56% False False 570
120 11,033 9,452 1,581 15.3% 114 1.1% 56% False False 475
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,904
2.618 10,718
1.618 10,604
1.000 10,533
0.618 10,490
HIGH 10,419
0.618 10,376
0.500 10,362
0.382 10,349
LOW 10,305
0.618 10,235
1.000 10,191
1.618 10,121
2.618 10,007
4.250 9,821
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 10,362 10,334
PP 10,354 10,330
S1 10,346 10,326

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

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