mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 10,463 10,510 47 0.4% 10,370
High 10,520 10,557 37 0.4% 10,419
Low 10,405 10,452 47 0.5% 10,233
Close 10,509 10,550 41 0.4% 10,393
Range 115 105 -10 -8.7% 186
ATR 144 141 -3 -1.9% 0
Volume 127,855 134,041 6,186 4.8% 127,731
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,835 10,797 10,608
R3 10,730 10,692 10,579
R2 10,625 10,625 10,569
R1 10,587 10,587 10,560 10,606
PP 10,520 10,520 10,520 10,529
S1 10,482 10,482 10,541 10,501
S2 10,415 10,415 10,531
S3 10,310 10,377 10,521
S4 10,205 10,272 10,492
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 10,557 10,323 234 2.2% 94 0.9% 97% True False 126,683
10 10,557 10,166 391 3.7% 109 1.0% 98% True False 68,360
20 10,557 9,844 713 6.8% 147 1.4% 99% True False 34,346
40 10,617 9,844 773 7.3% 149 1.4% 91% False False 17,214
60 10,617 9,452 1,165 11.0% 162 1.5% 94% False False 11,504
80 10,617 9,452 1,165 11.0% 139 1.3% 94% False False 8,630
100 11,033 9,452 1,581 15.0% 135 1.3% 69% False False 6,904
120 11,033 9,452 1,581 15.0% 116 1.1% 69% False False 5,754
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,003
2.618 10,832
1.618 10,727
1.000 10,662
0.618 10,622
HIGH 10,557
0.618 10,517
0.500 10,505
0.382 10,492
LOW 10,452
0.618 10,387
1.000 10,347
1.618 10,282
2.618 10,177
4.250 10,006
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 10,535 10,527
PP 10,520 10,504
S1 10,505 10,481

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

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