mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 11,044 10,939 -105 -1.0% 10,951
High 11,062 11,102 40 0.4% 11,104
Low 10,861 10,903 42 0.4% 10,853
Close 10,943 11,063 120 1.1% 11,024
Range 201 199 -2 -1.0% 251
ATR 145 149 4 2.7% 0
Volume 200,575 147,845 -52,730 -26.3% 598,808
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,620 11,540 11,173
R3 11,421 11,341 11,118
R2 11,222 11,222 11,100
R1 11,142 11,142 11,081 11,182
PP 11,023 11,023 11,023 11,043
S1 10,943 10,943 11,045 10,983
S2 10,824 10,824 11,027
S3 10,625 10,744 11,008
S4 10,426 10,545 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 10,861 243 2.2% 170 1.5% 83% False False 146,010
10 11,104 10,810 294 2.7% 151 1.4% 86% False False 131,194
20 11,104 10,573 531 4.8% 147 1.3% 92% False False 135,843
40 11,104 9,844 1,260 11.4% 144 1.3% 97% False False 98,279
60 11,104 9,844 1,260 11.4% 147 1.3% 97% False False 65,552
80 11,104 9,452 1,652 14.9% 158 1.4% 98% False False 49,185
100 11,104 9,452 1,652 14.9% 143 1.3% 98% False False 39,352
120 11,104 9,452 1,652 14.9% 138 1.2% 98% False False 32,794
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,948
2.618 11,623
1.618 11,424
1.000 11,301
0.618 11,225
HIGH 11,102
0.618 11,026
0.500 11,003
0.382 10,979
LOW 10,903
0.618 10,780
1.000 10,704
1.618 10,581
2.618 10,382
4.250 10,057
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 11,043 11,036
PP 11,023 11,009
S1 11,003 10,982

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

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