mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 10,771 10,701 -70 -0.6% 10,796
High 10,792 10,902 110 1.0% 10,887
Low 10,638 10,690 52 0.5% 10,664
Close 10,707 10,864 157 1.5% 10,768
Range 154 212 58 37.7% 223
ATR 142 147 5 3.5% 0
Volume 128,962 154,769 25,807 20.0% 716,738
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,455 11,371 10,981
R3 11,243 11,159 10,922
R2 11,031 11,031 10,903
R1 10,947 10,947 10,884 10,989
PP 10,819 10,819 10,819 10,840
S1 10,735 10,735 10,845 10,777
S2 10,607 10,607 10,825
S3 10,395 10,523 10,806
S4 10,183 10,311 10,748
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 10,902 10,638 264 2.4% 153 1.4% 86% True False 148,394
10 10,902 10,573 329 3.0% 148 1.4% 88% True False 141,276
20 10,902 10,233 669 6.2% 132 1.2% 94% True False 124,443
40 10,902 9,844 1,058 9.7% 151 1.4% 96% True False 62,372
60 10,902 9,844 1,058 9.7% 153 1.4% 96% True False 41,606
80 10,902 9,452 1,450 13.3% 154 1.4% 97% True False 31,221
100 10,902 9,452 1,450 13.3% 139 1.3% 97% True False 24,977
120 11,033 9,452 1,581 14.6% 132 1.2% 89% False False 20,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 11,803
2.618 11,457
1.618 11,245
1.000 11,114
0.618 11,033
HIGH 10,902
0.618 10,821
0.500 10,796
0.382 10,771
LOW 10,690
0.618 10,559
1.000 10,478
1.618 10,347
2.618 10,135
4.250 9,789
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 10,841 10,833
PP 10,819 10,801
S1 10,796 10,770

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

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