mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 10,672 10,695 23 0.2% 10,450
High 10,765 10,739 -26 -0.2% 10,628
Low 10,637 10,640 3 0.0% 10,405
Close 10,694 10,673 -21 -0.2% 10,538
Range 128 99 -29 -22.7% 223
ATR 143 140 -3 -2.2% 0
Volume 140,828 133,377 -7,451 -5.3% 694,871
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,981 10,926 10,728
R3 10,882 10,827 10,700
R2 10,783 10,783 10,691
R1 10,728 10,728 10,682 10,706
PP 10,684 10,684 10,684 10,673
S1 10,629 10,629 10,664 10,607
S2 10,585 10,585 10,655
S3 10,486 10,530 10,646
S4 10,387 10,431 10,619
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 10,452 313 2.9% 131 1.2% 71% False False 132,398
10 10,765 10,305 460 4.3% 113 1.1% 80% False False 120,152
20 10,765 9,844 921 8.6% 141 1.3% 90% False False 60,716
40 10,765 9,844 921 8.6% 147 1.4% 90% False False 30,406
60 10,765 9,452 1,313 12.3% 162 1.5% 93% False False 20,298
80 10,765 9,452 1,313 12.3% 142 1.3% 93% False False 15,229
100 10,983 9,452 1,531 14.3% 137 1.3% 80% False False 12,184
120 11,033 9,452 1,581 14.8% 121 1.1% 77% False False 10,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,160
2.618 10,998
1.618 10,899
1.000 10,838
0.618 10,800
HIGH 10,739
0.618 10,701
0.500 10,690
0.382 10,678
LOW 10,640
0.618 10,579
1.000 10,541
1.618 10,480
2.618 10,381
4.250 10,219
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 10,690 10,662
PP 10,684 10,650
S1 10,679 10,639

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

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