mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 10,450 10,469 19 0.2% 10,370
High 10,502 10,523 21 0.2% 10,419
Low 10,420 10,432 12 0.1% 10,233
Close 10,472 10,463 -9 -0.1% 10,393
Range 82 91 9 11.0% 186
ATR 151 147 -4 -2.8% 0
Volume 125,035 167,783 42,748 34.2% 127,731
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,746 10,695 10,513
R3 10,655 10,604 10,488
R2 10,564 10,564 10,480
R1 10,513 10,513 10,471 10,493
PP 10,473 10,473 10,473 10,463
S1 10,422 10,422 10,455 10,402
S2 10,382 10,382 10,446
S3 10,291 10,331 10,438
S4 10,200 10,240 10,413
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 10,523 10,233 290 2.8% 97 0.9% 79% True False 83,928
10 10,523 9,844 679 6.5% 129 1.2% 91% True False 42,295
20 10,523 9,844 679 6.5% 153 1.5% 91% True False 21,258
40 10,617 9,844 773 7.4% 154 1.5% 80% False False 10,671
60 10,617 9,452 1,165 11.1% 165 1.6% 87% False False 7,140
80 10,617 9,452 1,165 11.1% 139 1.3% 87% False False 5,356
100 11,033 9,452 1,581 15.1% 132 1.3% 64% False False 4,285
120 11,033 9,452 1,581 15.1% 115 1.1% 64% False False 3,571
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,910
2.618 10,761
1.618 10,670
1.000 10,614
0.618 10,579
HIGH 10,523
0.618 10,488
0.500 10,478
0.382 10,467
LOW 10,432
0.618 10,376
1.000 10,341
1.618 10,285
2.618 10,194
4.250 10,045
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 10,478 10,450
PP 10,473 10,436
S1 10,468 10,423

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

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