mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 10,778 10,717 -61 -0.6% 10,796
High 10,887 10,807 -80 -0.7% 10,887
Low 10,680 10,713 33 0.3% 10,664
Close 10,723 10,768 45 0.4% 10,768
Range 207 94 -113 -54.6% 223
ATR 145 141 -4 -2.5% 0
Volume 186,161 142,330 -43,831 -23.5% 716,738
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,045 11,000 10,820
R3 10,951 10,906 10,794
R2 10,857 10,857 10,785
R1 10,812 10,812 10,777 10,835
PP 10,763 10,763 10,763 10,774
S1 10,718 10,718 10,760 10,741
S2 10,669 10,669 10,751
S3 10,575 10,624 10,742
S4 10,481 10,530 10,716
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,442 11,328 10,891
R3 11,219 11,105 10,829
R2 10,996 10,996 10,809
R1 10,882 10,882 10,789 10,828
PP 10,773 10,773 10,773 10,746
S1 10,659 10,659 10,748 10,605
S2 10,550 10,550 10,727
S3 10,327 10,436 10,707
S4 10,104 10,213 10,645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,887 10,664 223 2.1% 133 1.2% 47% False False 143,347
10 10,887 10,513 374 3.5% 143 1.3% 68% False False 138,345
20 10,887 10,222 665 6.2% 128 1.2% 82% False False 110,319
40 10,887 9,844 1,043 9.7% 149 1.4% 89% False False 55,283
60 10,887 9,844 1,043 9.7% 151 1.4% 89% False False 36,879
80 10,887 9,452 1,435 13.3% 150 1.4% 92% False False 27,674
100 10,887 9,452 1,435 13.3% 137 1.3% 92% False False 22,140
120 11,033 9,452 1,581 14.7% 129 1.2% 83% False False 18,450
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,207
2.618 11,053
1.618 10,959
1.000 10,901
0.618 10,865
HIGH 10,807
0.618 10,771
0.500 10,760
0.382 10,749
LOW 10,713
0.618 10,655
1.000 10,619
1.618 10,561
2.618 10,467
4.250 10,314
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 10,765 10,784
PP 10,763 10,778
S1 10,760 10,773

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

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