mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 10,913 10,951 38 0.3% 10,771
High 10,974 10,984 10 0.1% 10,974
Low 10,810 10,921 111 1.0% 10,638
Close 10,947 10,963 16 0.1% 10,947
Range 164 63 -101 -61.6% 336
ATR 142 137 -6 -4.0% 0
Volume 129,720 67,778 -61,942 -47.8% 672,660
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,145 11,117 10,998
R3 11,082 11,054 10,980
R2 11,019 11,019 10,975
R1 10,991 10,991 10,969 11,005
PP 10,956 10,956 10,956 10,963
S1 10,928 10,928 10,957 10,942
S2 10,893 10,893 10,952
S3 10,830 10,865 10,946
S4 10,767 10,802 10,928
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,861 11,740 11,132
R3 11,525 11,404 11,040
R2 11,189 11,189 11,009
R1 11,068 11,068 10,978 11,129
PP 10,853 10,853 10,853 10,883
S1 10,732 10,732 10,916 10,793
S2 10,517 10,517 10,886
S3 10,181 10,396 10,855
S4 9,845 10,060 10,762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,984 10,690 294 2.7% 127 1.2% 93% True False 122,295
10 10,984 10,638 346 3.2% 135 1.2% 94% True False 135,537
20 10,984 10,405 579 5.3% 133 1.2% 96% True False 134,686
40 10,984 9,844 1,140 10.4% 144 1.3% 98% True False 73,779
60 10,984 9,844 1,140 10.4% 148 1.3% 98% True False 49,214
80 10,984 9,452 1,532 14.0% 156 1.4% 99% True False 36,929
100 10,984 9,452 1,532 14.0% 138 1.3% 99% True False 29,544
120 11,033 9,452 1,581 14.4% 133 1.2% 96% False False 24,621
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,252
2.618 11,149
1.618 11,086
1.000 11,047
0.618 11,023
HIGH 10,984
0.618 10,960
0.500 10,953
0.382 10,945
LOW 10,921
0.618 10,882
1.000 10,858
1.618 10,819
2.618 10,756
4.250 10,653
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 10,960 10,941
PP 10,956 10,919
S1 10,953 10,897

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

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