mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 10,960 11,045 85 0.8% 10,771
High 11,100 11,099 -1 0.0% 10,974
Low 10,952 10,965 13 0.1% 10,638
Close 11,044 11,052 8 0.1% 10,947
Range 148 134 -14 -9.5% 336
ATR 138 138 0 -0.2% 0
Volume 118,055 134,975 16,920 14.3% 672,660
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,441 11,380 11,126
R3 11,307 11,246 11,089
R2 11,173 11,173 11,077
R1 11,112 11,112 11,064 11,143
PP 11,039 11,039 11,039 11,054
S1 10,978 10,978 11,040 11,009
S2 10,905 10,905 11,028
S3 10,771 10,844 11,015
S4 10,637 10,710 10,978
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% 131 1.2% 83% False False 116,637
10 11,100 10,638 462 4.2% 131 1.2% 90% False False 126,845
20 11,100 10,497 603 5.5% 139 1.3% 92% False False 132,486
40 11,100 9,844 1,256 11.4% 143 1.3% 96% False False 83,416
60 11,100 9,844 1,256 11.4% 146 1.3% 96% False False 55,638
80 11,100 9,452 1,648 14.9% 156 1.4% 97% False False 41,750
100 11,100 9,452 1,648 14.9% 139 1.3% 97% False False 33,401
120 11,100 9,452 1,648 14.9% 135 1.2% 97% False False 27,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,669
2.618 11,450
1.618 11,316
1.000 11,233
0.618 11,182
HIGH 11,099
0.618 11,048
0.500 11,032
0.382 11,016
LOW 10,965
0.618 10,882
1.000 10,831
1.618 10,748
2.618 10,614
4.250 10,396
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 11,045 11,027
PP 11,039 11,002
S1 11,032 10,977

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

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