mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 10,791 10,778 -13 -0.1% 10,531
High 10,830 10,887 57 0.5% 10,801
Low 10,735 10,680 -55 -0.5% 10,513
Close 10,780 10,723 -57 -0.5% 10,784
Range 95 207 112 117.9% 288
ATR 140 145 5 3.4% 0
Volume 129,748 186,161 56,413 43.5% 666,712
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,384 11,261 10,837
R3 11,177 11,054 10,780
R2 10,970 10,970 10,761
R1 10,847 10,847 10,742 10,805
PP 10,763 10,763 10,763 10,743
S1 10,640 10,640 10,704 10,598
S2 10,556 10,556 10,685
S3 10,349 10,433 10,666
S4 10,142 10,226 10,609
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 10,887 10,591 296 2.8% 156 1.5% 45% True False 139,826
10 10,887 10,497 390 3.6% 147 1.4% 58% True False 138,127
20 10,887 10,166 721 6.7% 128 1.2% 77% True False 103,244
40 10,887 9,844 1,043 9.7% 149 1.4% 84% True False 51,727
60 10,887 9,844 1,043 9.7% 151 1.4% 84% True False 34,509
80 10,887 9,452 1,435 13.4% 150 1.4% 89% True False 25,895
100 10,887 9,452 1,435 13.4% 138 1.3% 89% True False 20,717
120 11,033 9,452 1,581 14.7% 128 1.2% 80% False False 17,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,767
2.618 11,429
1.618 11,222
1.000 11,094
0.618 11,015
HIGH 10,887
0.618 10,808
0.500 10,784
0.382 10,759
LOW 10,680
0.618 10,552
1.000 10,473
1.618 10,345
2.618 10,138
4.250 9,800
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 10,784 10,776
PP 10,763 10,758
S1 10,743 10,741

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

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