mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 10,338 10,450 112 1.1% 10,370
High 10,398 10,502 104 1.0% 10,419
Low 10,323 10,420 97 0.9% 10,233
Close 10,393 10,472 79 0.8% 10,393
Range 75 82 7 9.3% 186
ATR 154 151 -3 -2.1% 0
Volume 78,703 125,035 46,332 58.9% 127,731
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,711 10,673 10,517
R3 10,629 10,591 10,495
R2 10,547 10,547 10,487
R1 10,509 10,509 10,480 10,528
PP 10,465 10,465 10,465 10,474
S1 10,427 10,427 10,465 10,446
S2 10,383 10,383 10,457
S3 10,301 10,345 10,450
S4 10,219 10,263 10,427
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 10,502 10,233 269 2.6% 108 1.0% 89% True False 50,553
10 10,502 9,844 658 6.3% 143 1.4% 95% True False 25,574
20 10,502 9,844 658 6.3% 155 1.5% 95% True False 12,873
40 10,617 9,844 773 7.4% 155 1.5% 81% False False 6,479
60 10,617 9,452 1,165 11.1% 164 1.6% 88% False False 4,344
80 10,617 9,452 1,165 11.1% 139 1.3% 88% False False 3,259
100 11,033 9,452 1,581 15.1% 133 1.3% 65% False False 2,608
120 11,033 9,452 1,581 15.1% 114 1.1% 65% False False 2,173
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,851
2.618 10,717
1.618 10,635
1.000 10,584
0.618 10,553
HIGH 10,502
0.618 10,471
0.500 10,461
0.382 10,451
LOW 10,420
0.618 10,369
1.000 10,338
1.618 10,287
2.618 10,205
4.250 10,072
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 10,468 10,449
PP 10,465 10,426
S1 10,461 10,404

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

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