mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 11,058 11,011 -47 -0.4% 10,951
High 11,104 11,103 -1 0.0% 11,104
Low 10,953 10,938 -15 -0.1% 10,853
Close 11,024 11,045 21 0.2% 11,024
Range 151 165 14 9.3% 251
ATR 139 140 2 1.4% 0
Volume 145,339 101,320 -44,019 -30.3% 598,808
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,524 11,449 11,136
R3 11,359 11,284 11,091
R2 11,194 11,194 11,075
R1 11,119 11,119 11,060 11,157
PP 11,029 11,029 11,029 11,047
S1 10,954 10,954 11,030 10,992
S2 10,864 10,864 11,015
S3 10,699 10,789 11,000
S4 10,534 10,624 10,954
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% 149 1.3% 76% False False 126,470
10 11,104 10,690 414 3.7% 138 1.2% 86% False False 124,382
20 11,104 10,573 531 4.8% 139 1.3% 89% False False 132,132
40 11,104 9,844 1,260 11.4% 142 1.3% 95% False False 89,575
60 11,104 9,844 1,260 11.4% 144 1.3% 95% False False 59,746
80 11,104 9,452 1,652 15.0% 156 1.4% 96% False False 44,831
100 11,104 9,452 1,652 15.0% 140 1.3% 96% False False 35,868
120 11,104 9,452 1,652 15.0% 136 1.2% 96% False False 29,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 11,804
2.618 11,535
1.618 11,370
1.000 11,268
0.618 11,205
HIGH 11,103
0.618 11,040
0.500 11,021
0.382 11,001
LOW 10,938
0.618 10,836
1.000 10,773
1.618 10,671
2.618 10,506
4.250 10,237
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 11,037 11,037
PP 11,029 11,029
S1 11,021 11,021

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

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