mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 10,550 10,531 -19 -0.2% 10,450
High 10,628 10,704 76 0.7% 10,628
Low 10,497 10,513 16 0.2% 10,405
Close 10,538 10,671 133 1.3% 10,538
Range 131 191 60 45.8% 223
ATR 141 144 4 2.6% 0
Volume 140,157 113,589 -26,568 -19.0% 694,871
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,202 11,128 10,776
R3 11,011 10,937 10,724
R2 10,820 10,820 10,706
R1 10,746 10,746 10,689 10,783
PP 10,629 10,629 10,629 10,648
S1 10,555 10,555 10,654 10,592
S2 10,438 10,438 10,636
S3 10,247 10,364 10,619
S4 10,056 10,173 10,566
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 10,704 10,405 299 2.8% 127 1.2% 89% True False 136,685
10 10,704 10,233 471 4.4% 117 1.1% 93% True False 93,619
20 10,704 9,844 860 8.1% 145 1.4% 96% True False 47,018
40 10,704 9,844 860 8.1% 146 1.4% 96% True False 23,553
60 10,704 9,452 1,252 11.7% 162 1.5% 97% True False 15,731
80 10,704 9,452 1,252 11.7% 141 1.3% 97% True False 11,802
100 11,033 9,452 1,581 14.8% 136 1.3% 77% False False 9,442
120 11,033 9,452 1,581 14.8% 119 1.1% 77% False False 7,868
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 12 trading days
Fibonacci Retracements and Extensions
4.250 11,516
2.618 11,204
1.618 11,013
1.000 10,895
0.618 10,822
HIGH 10,704
0.618 10,631
0.500 10,609
0.382 10,586
LOW 10,513
0.618 10,395
1.000 10,322
1.618 10,204
2.618 10,013
4.250 9,701
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 10,650 10,640
PP 10,629 10,609
S1 10,609 10,578

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

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