mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 10,701 10,865 164 1.5% 10,796
High 10,902 10,916 14 0.1% 10,887
Low 10,690 10,858 168 1.6% 10,664
Close 10,864 10,906 42 0.4% 10,768
Range 212 58 -154 -72.6% 223
ATR 147 141 -6 -4.3% 0
Volume 154,769 125,528 -29,241 -18.9% 716,738
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,067 11,045 10,938
R3 11,009 10,987 10,922
R2 10,951 10,951 10,917
R1 10,929 10,929 10,911 10,940
PP 10,893 10,893 10,893 10,899
S1 10,871 10,871 10,901 10,882
S2 10,835 10,835 10,895
S3 10,777 10,813 10,890
S4 10,719 10,755 10,874
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 10,916 10,638 278 2.5% 145 1.3% 96% True False 147,550
10 10,916 10,573 343 3.1% 144 1.3% 97% True False 140,491
20 10,916 10,305 611 5.6% 129 1.2% 98% True False 130,322
40 10,916 9,844 1,072 9.8% 149 1.4% 99% True False 65,508
60 10,916 9,844 1,072 9.8% 151 1.4% 99% True False 43,698
80 10,916 9,452 1,464 13.4% 155 1.4% 99% True False 32,790
100 10,916 9,452 1,464 13.4% 138 1.3% 99% True False 26,233
120 11,033 9,452 1,581 14.5% 130 1.2% 92% False False 21,861
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 True
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 11,163
2.618 11,068
1.618 11,010
1.000 10,974
0.618 10,952
HIGH 10,916
0.618 10,894
0.500 10,887
0.382 10,880
LOW 10,858
0.618 10,822
1.000 10,800
1.618 10,764
2.618 10,706
4.250 10,612
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 10,900 10,863
PP 10,893 10,820
S1 10,887 10,777

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

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