mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 10,865 10,905 40 0.4% 10,796
High 10,916 10,974 58 0.5% 10,887
Low 10,858 10,835 -23 -0.2% 10,664
Close 10,906 10,912 6 0.1% 10,768
Range 58 139 81 139.7% 223
ATR 141 141 0 -0.1% 0
Volume 125,528 133,681 8,153 6.5% 716,738
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,324 11,257 10,989
R3 11,185 11,118 10,950
R2 11,046 11,046 10,938
R1 10,979 10,979 10,925 11,013
PP 10,907 10,907 10,907 10,924
S1 10,840 10,840 10,899 10,874
S2 10,768 10,768 10,887
S3 10,629 10,701 10,874
S4 10,490 10,562 10,836
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 10,974 10,638 336 3.1% 132 1.2% 82% True False 137,054
10 10,974 10,591 383 3.5% 144 1.3% 84% True False 138,440
20 10,974 10,323 651 6.0% 130 1.2% 90% True False 134,998
40 10,974 9,844 1,130 10.4% 145 1.3% 95% True False 68,848
60 10,974 9,844 1,130 10.4% 152 1.4% 95% True False 45,925
80 10,974 9,452 1,522 13.9% 155 1.4% 96% True False 34,461
100 10,974 9,452 1,522 13.9% 138 1.3% 96% True False 27,569
120 11,033 9,452 1,581 14.5% 131 1.2% 92% False False 22,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,565
2.618 11,338
1.618 11,199
1.000 11,113
0.618 11,060
HIGH 10,974
0.618 10,921
0.500 10,905
0.382 10,888
LOW 10,835
0.618 10,749
1.000 10,696
1.618 10,610
2.618 10,471
4.250 10,244
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 10,910 10,885
PP 10,907 10,859
S1 10,905 10,832

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

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