mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 10,606 10,796 190 1.8% 10,531
High 10,801 10,851 50 0.5% 10,801
Low 10,591 10,741 150 1.4% 10,513
Close 10,784 10,750 -34 -0.3% 10,784
Range 210 110 -100 -47.6% 288
ATR 145 142 -2 -1.7% 0
Volume 124,723 101,800 -22,923 -18.4% 666,712
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,111 11,040 10,811
R3 11,001 10,930 10,780
R2 10,891 10,891 10,770
R1 10,820 10,820 10,760 10,801
PP 10,781 10,781 10,781 10,771
S1 10,710 10,710 10,740 10,691
S2 10,671 10,671 10,730
S3 10,561 10,600 10,720
S4 10,451 10,490 10,690
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 10,851 10,573 278 2.6% 137 1.3% 64% True False 130,984
10 10,851 10,405 446 4.1% 132 1.2% 77% True False 133,834
20 10,851 9,844 1,007 9.4% 137 1.3% 90% True False 79,704
40 10,851 9,844 1,007 9.4% 146 1.4% 90% True False 39,917
60 10,851 9,452 1,399 13.0% 158 1.5% 93% True False 26,636
80 10,851 9,452 1,399 13.0% 148 1.4% 93% True False 19,988
100 10,851 9,452 1,399 13.0% 141 1.3% 93% True False 15,991
120 11,033 9,452 1,581 14.7% 125 1.2% 82% False False 13,326
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 40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,319
2.618 11,139
1.618 11,029
1.000 10,961
0.618 10,919
HIGH 10,851
0.618 10,809
0.500 10,796
0.382 10,783
LOW 10,741
0.618 10,673
1.000 10,631
1.618 10,563
2.618 10,453
4.250 10,274
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 10,796 10,737
PP 10,781 10,725
S1 10,765 10,712

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

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