mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 10,939 11,061 122 1.1% 10,951
High 11,102 11,164 62 0.6% 11,104
Low 10,903 11,014 111 1.0% 10,853
Close 11,063 11,083 20 0.2% 11,024
Range 199 150 -49 -24.6% 251
ATR 149 149 0 0.1% 0
Volume 147,845 151,316 3,471 2.3% 598,808
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,537 11,460 11,166
R3 11,387 11,310 11,124
R2 11,237 11,237 11,111
R1 11,160 11,160 11,097 11,199
PP 11,087 11,087 11,087 11,106
S1 11,010 11,010 11,069 11,049
S2 10,937 10,937 11,056
S3 10,787 10,860 11,042
S4 10,637 10,710 11,001
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 11,164 10,861 303 2.7% 173 1.6% 73% True False 149,279
10 11,164 10,810 354 3.2% 152 1.4% 77% True False 132,958
20 11,164 10,591 573 5.2% 148 1.3% 86% True False 135,699
40 11,164 9,844 1,320 11.9% 144 1.3% 94% True False 102,054
60 11,164 9,844 1,320 11.9% 148 1.3% 94% True False 68,073
80 11,164 9,452 1,712 15.4% 156 1.4% 95% True False 51,075
100 11,164 9,452 1,712 15.4% 145 1.3% 95% True False 40,865
120 11,164 9,452 1,712 15.4% 140 1.3% 95% True False 34,055
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,802
2.618 11,557
1.618 11,407
1.000 11,314
0.618 11,257
HIGH 11,164
0.618 11,107
0.500 11,089
0.382 11,071
LOW 11,014
0.618 10,921
1.000 10,864
1.618 10,771
2.618 10,621
4.250 10,377
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 11,089 11,060
PP 11,087 11,036
S1 11,085 11,013

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

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