mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 11,045 11,058 13 0.1% 10,951
High 11,099 11,104 5 0.0% 11,104
Low 10,965 10,953 -12 -0.1% 10,853
Close 11,052 11,024 -28 -0.3% 11,024
Range 134 151 17 12.7% 251
ATR 138 139 1 0.7% 0
Volume 134,975 145,339 10,364 7.7% 598,808
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,480 11,403 11,107
R3 11,329 11,252 11,066
R2 11,178 11,178 11,052
R1 11,101 11,101 11,038 11,064
PP 11,027 11,027 11,027 11,009
S1 10,950 10,950 11,010 10,913
S2 10,876 10,876 10,996
S3 10,725 10,799 10,983
S4 10,574 10,648 10,941
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,747 11,636 11,162
R3 11,496 11,385 11,093
R2 11,245 11,245 11,070
R1 11,134 11,134 11,047 11,190
PP 10,994 10,994 10,994 11,021
S1 10,883 10,883 11,001 10,939
S2 10,743 10,743 10,978
S3 10,492 10,632 10,955
S4 10,241 10,381 10,886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,104 10,853 251 2.3% 128 1.2% 68% True False 119,761
10 11,104 10,638 466 4.2% 137 1.2% 83% True False 127,146
20 11,104 10,513 591 5.4% 140 1.3% 86% True False 132,745
40 11,104 9,844 1,260 11.4% 141 1.3% 94% True False 87,047
60 11,104 9,844 1,260 11.4% 144 1.3% 94% True False 58,059
80 11,104 9,452 1,652 15.0% 156 1.4% 95% True False 43,565
100 11,104 9,452 1,652 15.0% 140 1.3% 95% True False 34,855
120 11,104 9,452 1,652 15.0% 135 1.2% 95% True False 29,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,746
2.618 11,499
1.618 11,348
1.000 11,255
0.618 11,197
HIGH 11,104
0.618 11,046
0.500 11,029
0.382 11,011
LOW 10,953
0.618 10,860
1.000 10,802
1.618 10,709
2.618 10,558
4.250 10,311
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 11,029 11,028
PP 11,027 11,027
S1 11,026 11,025

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

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