mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 10,796 10,752 -44 -0.4% 10,531
High 10,851 10,822 -29 -0.3% 10,801
Low 10,741 10,664 -77 -0.7% 10,513
Close 10,750 10,788 38 0.4% 10,784
Range 110 158 48 43.6% 288
ATR 142 144 1 0.8% 0
Volume 101,800 156,699 54,899 53.9% 666,712
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,232 11,168 10,875
R3 11,074 11,010 10,832
R2 10,916 10,916 10,817
R1 10,852 10,852 10,803 10,884
PP 10,758 10,758 10,758 10,774
S1 10,694 10,694 10,774 10,726
S2 10,600 10,600 10,759
S3 10,442 10,536 10,745
S4 10,284 10,378 10,701
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% 143 1.3% 77% False False 134,158
10 10,851 10,405 446 4.1% 139 1.3% 86% False False 132,726
20 10,851 9,844 1,007 9.3% 134 1.2% 94% False False 87,511
40 10,851 9,844 1,007 9.3% 145 1.3% 94% False False 43,833
60 10,851 9,452 1,399 13.0% 157 1.5% 95% False False 29,245
80 10,851 9,452 1,399 13.0% 150 1.4% 95% False False 21,946
100 10,851 9,452 1,399 13.0% 138 1.3% 95% False False 17,558
120 11,033 9,452 1,581 14.7% 126 1.2% 85% False False 14,632
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 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,494
2.618 11,236
1.618 11,078
1.000 10,980
0.618 10,920
HIGH 10,822
0.618 10,762
0.500 10,743
0.382 10,724
LOW 10,664
0.618 10,566
1.000 10,506
1.618 10,408
2.618 10,250
4.250 9,993
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 10,773 10,766
PP 10,758 10,743
S1 10,743 10,721

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

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