mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 10,951 10,960 9 0.1% 10,771
High 10,984 10,997 13 0.1% 10,974
Low 10,921 10,853 -68 -0.6% 10,638
Close 10,963 10,957 -6 -0.1% 10,947
Range 63 144 81 128.6% 336
ATR 137 137 1 0.4% 0
Volume 67,778 132,661 64,883 95.7% 672,660
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,368 11,306 11,036
R3 11,224 11,162 10,997
R2 11,080 11,080 10,984
R1 11,018 11,018 10,970 10,977
PP 10,936 10,936 10,936 10,915
S1 10,874 10,874 10,944 10,833
S2 10,792 10,792 10,931
S3 10,648 10,730 10,918
S4 10,504 10,586 10,878
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 10,997 10,810 187 1.7% 114 1.0% 79% True False 117,873
10 10,997 10,638 359 3.3% 133 1.2% 89% True False 133,133
20 10,997 10,405 592 5.4% 136 1.2% 93% True False 132,930
40 10,997 9,844 1,153 10.5% 145 1.3% 97% True False 77,094
60 10,997 9,844 1,153 10.5% 148 1.4% 97% True False 51,424
80 10,997 9,452 1,545 14.1% 158 1.4% 97% True False 38,588
100 10,997 9,452 1,545 14.1% 138 1.3% 97% True False 30,871
120 11,033 9,452 1,581 14.4% 133 1.2% 95% False False 25,726
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 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,609
2.618 11,374
1.618 11,230
1.000 11,141
0.618 11,086
HIGH 10,997
0.618 10,942
0.500 10,925
0.382 10,908
LOW 10,853
0.618 10,764
1.000 10,709
1.618 10,620
2.618 10,476
4.250 10,241
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 10,946 10,939
PP 10,936 10,921
S1 10,925 10,904

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

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