mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	10,510	10,550	40	0.4%	10,450
High	10,557	10,628	71	0.7%	10,628
Low	10,452	10,497	45	0.4%	10,405
Close	10,550	10,538	-12	-0.1%	10,538
Range	105	131	26	24.8%	223
ATR	141	141	-1	-0.5%	0
Volume	134,041	140,157	6,116	4.6%	694,871

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,947	10,874	10,610
R3	10,816	10,743	10,574
R2	10,685	10,685	10,562
R1	10,612	10,612	10,550	10,583
PP	10,554	10,554	10,554	10,540
S1	10,481	10,481	10,526	10,452
S2	10,423	10,423	10,514
S3	10,292	10,350	10,502
S4	10,161	10,219	10,466

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,193	11,088	10,661
R3	10,970	10,865	10,599
R2	10,747	10,747	10,579
R1	10,642	10,642	10,559	10,695
PP	10,524	10,524	10,524	10,550
S1	10,419	10,419	10,518	10,472
S2	10,301	10,301	10,497
S3	10,078	10,196	10,477
S4	9,855	9,973	10,415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,628	10,405	223	2.1%	105	1.0%	60%	True	False	138,974
10	10,628	10,222	406	3.9%	114	1.1%	78%	True	False	82,293
20	10,628	9,844	784	7.4%	143	1.4%	89%	True	False	41,348
40	10,628	9,844	784	7.4%	145	1.4%	89%	True	False	20,716
60	10,628	9,452	1,176	11.2%	162	1.5%	92%	True	False	13,839
80	10,628	9,452	1,176	11.2%	141	1.3%	92%	True	False	10,382
100	11,033	9,452	1,581	15.0%	134	1.3%	69%	False	False	8,306
120	11,033	9,452	1,581	15.0%	118	1.1%	69%	False	False	6,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	11,185
2.618	10,971
1.618	10,840
1.000	10,759
0.618	10,709
HIGH	10,628
0.618	10,578
0.500	10,563
0.382	10,547
LOW	10,497
0.618	10,416
1.000	10,366
1.618	10,285
2.618	10,154
4.250	9,940

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	10,563	10,531
PP	10,554	10,524
S1	10,546	10,517

Download as Excel Spreadsheet

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

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