mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 10,673 10,606 -67 -0.6% 10,531
High 10,712 10,801 89 0.8% 10,801
Low 10,573 10,591 18 0.2% 10,513
Close 10,606 10,784 178 1.7% 10,784
Range 139 210 71 51.1% 288
ATR 140 145 5 3.6% 0
Volume 154,195 124,723 -29,472 -19.1% 666,712
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,355 11,280 10,900
R3 11,145 11,070 10,842
R2 10,935 10,935 10,823
R1 10,860 10,860 10,803 10,898
PP 10,725 10,725 10,725 10,744
S1 10,650 10,650 10,765 10,688
S2 10,515 10,515 10,746
S3 10,305 10,440 10,726
S4 10,095 10,230 10,669
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,563 11,462 10,943
R3 11,275 11,174 10,863
R2 10,987 10,987 10,837
R1 10,886 10,886 10,811 10,937
PP 10,699 10,699 10,699 10,725
S1 10,598 10,598 10,758 10,649
S2 10,411 10,411 10,731
S3 10,123 10,310 10,705
S4 9,835 10,022 10,626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,801 10,513 288 2.7% 154 1.4% 94% True False 133,342
10 10,801 10,405 396 3.7% 129 1.2% 96% True False 136,158
20 10,801 9,844 957 8.9% 143 1.3% 98% True False 74,628
40 10,801 9,844 957 8.9% 148 1.4% 98% True False 37,377
60 10,801 9,452 1,349 12.5% 159 1.5% 99% True False 24,940
80 10,801 9,452 1,349 12.5% 146 1.4% 99% True False 18,715
100 10,801 9,452 1,349 12.5% 140 1.3% 99% True False 14,973
120 11,033 9,452 1,581 14.7% 124 1.1% 84% False False 12,478
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 38
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 11,694
2.618 11,351
1.618 11,141
1.000 11,011
0.618 10,931
HIGH 10,801
0.618 10,721
0.500 10,696
0.382 10,671
LOW 10,591
0.618 10,461
1.000 10,381
1.618 10,251
2.618 10,041
4.250 9,699
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 10,755 10,752
PP 10,725 10,719
S1 10,696 10,687

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

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