mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 10,717 10,771 54 0.5% 10,796
High 10,807 10,792 -15 -0.1% 10,887
Low 10,713 10,638 -75 -0.7% 10,664
Close 10,768 10,707 -61 -0.6% 10,768
Range 94 154 60 63.8% 223
ATR 141 142 1 0.6% 0
Volume 142,330 128,962 -13,368 -9.4% 716,738
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,174 11,095 10,792
R3 11,020 10,941 10,749
R2 10,866 10,866 10,735
R1 10,787 10,787 10,721 10,750
PP 10,712 10,712 10,712 10,694
S1 10,633 10,633 10,693 10,596
S2 10,558 10,558 10,679
S3 10,404 10,479 10,665
S4 10,250 10,325 10,622
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 10,638 249 2.3% 142 1.3% 28% False True 148,780
10 10,887 10,573 314 2.9% 140 1.3% 43% False False 139,882
20 10,887 10,233 654 6.1% 128 1.2% 72% False False 116,750
40 10,887 9,844 1,043 9.7% 148 1.4% 83% False False 58,506
60 10,887 9,844 1,043 9.7% 152 1.4% 83% False False 39,027
80 10,887 9,452 1,435 13.4% 152 1.4% 87% False False 29,286
100 10,887 9,452 1,435 13.4% 137 1.3% 87% False False 23,430
120 11,033 9,452 1,581 14.8% 130 1.2% 79% False False 19,525
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 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,447
2.618 11,195
1.618 11,041
1.000 10,946
0.618 10,887
HIGH 10,792
0.618 10,733
0.500 10,715
0.382 10,697
LOW 10,638
0.618 10,543
1.000 10,484
1.618 10,389
2.618 10,235
4.250 9,984
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 10,715 10,763
PP 10,712 10,744
S1 10,710 10,726

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

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