mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 11,011 11,044 33 0.3% 10,951
High 11,103 11,062 -41 -0.4% 11,104
Low 10,938 10,861 -77 -0.7% 10,853
Close 11,045 10,943 -102 -0.9% 11,024
Range 165 201 36 21.8% 251
ATR 140 145 4 3.1% 0
Volume 101,320 200,575 99,255 98.0% 598,808
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,558 11,452 11,054
R3 11,357 11,251 10,998
R2 11,156 11,156 10,980
R1 11,050 11,050 10,962 11,003
PP 10,955 10,955 10,955 10,932
S1 10,849 10,849 10,925 10,802
S2 10,754 10,754 10,906
S3 10,553 10,648 10,888
S4 10,352 10,447 10,833
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 10,861 243 2.2% 160 1.5% 34% False True 140,052
10 11,104 10,810 294 2.7% 137 1.2% 45% False False 128,963
20 11,104 10,573 531 4.9% 142 1.3% 70% False False 135,119
40 11,104 9,844 1,260 11.5% 144 1.3% 87% False False 94,586
60 11,104 9,844 1,260 11.5% 145 1.3% 87% False False 63,088
80 11,104 9,452 1,652 15.1% 157 1.4% 90% False False 47,337
100 11,104 9,452 1,652 15.1% 142 1.3% 90% False False 37,874
120 11,104 9,452 1,652 15.1% 137 1.3% 90% False False 31,562
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 10 trading days
Fibonacci Retracements and Extensions
4.250 11,916
2.618 11,588
1.618 11,387
1.000 11,263
0.618 11,186
HIGH 11,062
0.618 10,985
0.500 10,962
0.382 10,938
LOW 10,861
0.618 10,737
1.000 10,660
1.618 10,536
2.618 10,335
4.250 10,007
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 10,962 10,983
PP 10,955 10,969
S1 10,949 10,956

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

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