mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 10,752 10,791 39 0.4% 10,531
High 10,822 10,830 8 0.1% 10,801
Low 10,664 10,735 71 0.7% 10,513
Close 10,788 10,780 -8 -0.1% 10,784
Range 158 95 -63 -39.9% 288
ATR 144 140 -3 -2.4% 0
Volume 156,699 129,748 -26,951 -17.2% 666,712
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,067 11,018 10,832
R3 10,972 10,923 10,806
R2 10,877 10,877 10,798
R1 10,828 10,828 10,789 10,805
PP 10,782 10,782 10,782 10,770
S1 10,733 10,733 10,771 10,710
S2 10,687 10,687 10,763
S3 10,592 10,638 10,754
S4 10,497 10,543 10,728
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% 74% False False 133,433
10 10,851 10,452 399 3.7% 137 1.3% 82% False False 132,915
20 10,851 9,955 896 8.3% 131 1.2% 92% False False 93,961
40 10,851 9,844 1,007 9.3% 146 1.4% 93% False False 47,074
60 10,851 9,557 1,294 12.0% 154 1.4% 95% False False 31,406
80 10,851 9,452 1,399 13.0% 149 1.4% 95% False False 23,568
100 10,851 9,452 1,399 13.0% 137 1.3% 95% False False 18,855
120 11,033 9,452 1,581 14.7% 127 1.2% 84% False False 15,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 42
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,234
2.618 11,079
1.618 10,984
1.000 10,925
0.618 10,889
HIGH 10,830
0.618 10,794
0.500 10,783
0.382 10,771
LOW 10,735
0.618 10,676
1.000 10,640
1.618 10,581
2.618 10,486
4.250 10,331
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 10,783 10,773
PP 10,782 10,765
S1 10,781 10,758

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

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