mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	10,531	10,672	141	1.3%	10,450
High	10,704	10,765	61	0.6%	10,628
Low	10,513	10,637	124	1.2%	10,405
Close	10,671	10,694	23	0.2%	10,538
Range	191	128	-63	-33.0%	223
ATR	144	143	-1	-0.8%	0
Volume	113,589	140,828	27,239	24.0%	694,871

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,083	11,016	10,765
R3	10,955	10,888	10,729
R2	10,827	10,827	10,718
R1	10,760	10,760	10,706	10,794
PP	10,699	10,699	10,699	10,715
S1	10,632	10,632	10,682	10,666
S2	10,571	10,571	10,671
S3	10,443	10,504	10,659
S4	10,315	10,376	10,624

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	10,765	10,405	360	3.4%	134	1.3%	80%	True	False	131,294
10	10,765	10,233	532	5.0%	115	1.1%	87%	True	False	107,611
20	10,765	9,844	921	8.6%	145	1.4%	92%	True	False	54,053
40	10,765	9,844	921	8.6%	146	1.4%	92%	True	False	27,073
60	10,765	9,452	1,313	12.3%	162	1.5%	95%	True	False	18,076
80	10,765	9,452	1,313	12.3%	142	1.3%	95%	True	False	13,562
100	11,033	9,452	1,581	14.8%	136	1.3%	79%	False	False	10,850
120	11,033	9,452	1,581	14.8%	120	1.1%	79%	False	False	9,042

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,309
2.618	11,100
1.618	10,972
1.000	10,893
0.618	10,844
HIGH	10,765
0.618	10,716
0.500	10,701
0.382	10,686
LOW	10,637
0.618	10,558
1.000	10,509
1.618	10,430
2.618	10,302
4.250	10,093

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	10,701	10,673
PP	10,699	10,652
S1	10,696	10,631

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