mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 10,695 10,673 -22 -0.2% 10,450
High 10,739 10,712 -27 -0.3% 10,628
Low 10,640 10,573 -67 -0.6% 10,405
Close 10,673 10,606 -67 -0.6% 10,538
Range 99 139 40 40.4% 223
ATR 140 140 0 -0.1% 0
Volume 133,377 154,195 20,818 15.6% 694,871
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,047 10,966 10,683
R3 10,908 10,827 10,644
R2 10,769 10,769 10,632
R1 10,688 10,688 10,619 10,659
PP 10,630 10,630 10,630 10,616
S1 10,549 10,549 10,593 10,520
S2 10,491 10,491 10,581
S3 10,352 10,410 10,568
S4 10,213 10,271 10,530
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 10,497 268 2.5% 138 1.3% 41% False False 136,429
10 10,765 10,323 442 4.2% 116 1.1% 64% False False 131,556
20 10,765 9,844 921 8.7% 140 1.3% 83% False False 68,409
40 10,765 9,844 921 8.7% 147 1.4% 83% False False 34,260
60 10,765 9,452 1,313 12.4% 158 1.5% 88% False False 22,867
80 10,765 9,452 1,313 12.4% 144 1.4% 88% False False 17,157
100 10,767 9,452 1,315 12.4% 138 1.3% 88% False False 13,726
120 11,033 9,452 1,581 14.9% 122 1.1% 73% False False 11,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,303
2.618 11,076
1.618 10,937
1.000 10,851
0.618 10,798
HIGH 10,712
0.618 10,659
0.500 10,643
0.382 10,626
LOW 10,573
0.618 10,487
1.000 10,434
1.618 10,348
2.618 10,209
4.250 9,982
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 10,643 10,669
PP 10,630 10,648
S1 10,618 10,627

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

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