mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 10,960 10,960 0 0.0% 10,771
High 10,997 11,100 103 0.9% 10,974
Low 10,853 10,952 99 0.9% 10,638
Close 10,957 11,044 87 0.8% 10,947
Range 144 148 4 2.8% 336
ATR 137 138 1 0.6% 0
Volume 132,661 118,055 -14,606 -11.0% 672,660
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,476 11,408 11,126
R3 11,328 11,260 11,085
R2 11,180 11,180 11,071
R1 11,112 11,112 11,058 11,146
PP 11,032 11,032 11,032 11,049
S1 10,964 10,964 11,031 10,998
S2 10,884 10,884 11,017
S3 10,736 10,816 11,003
S4 10,588 10,668 10,963
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 11,100 10,810 290 2.6% 132 1.2% 81% True False 116,379
10 11,100 10,638 462 4.2% 138 1.3% 88% True False 131,964
20 11,100 10,452 648 5.9% 138 1.2% 91% True False 132,440
40 11,100 9,844 1,256 11.4% 143 1.3% 96% True False 80,044
60 11,100 9,844 1,256 11.4% 147 1.3% 96% True False 53,390
80 11,100 9,452 1,648 14.9% 157 1.4% 97% True False 40,063
100 11,100 9,452 1,648 14.9% 138 1.2% 97% True False 32,051
120 11,100 9,452 1,648 14.9% 134 1.2% 97% True False 26,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,729
2.618 11,488
1.618 11,340
1.000 11,248
0.618 11,192
HIGH 11,100
0.618 11,044
0.500 11,026
0.382 11,009
LOW 10,952
0.618 10,861
1.000 10,804
1.618 10,713
2.618 10,565
4.250 10,323
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 11,038 11,022
PP 11,032 10,999
S1 11,026 10,977

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

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