mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 11,061 11,085 24 0.2% 11,011
High 11,164 11,123 -41 -0.4% 11,164
Low 11,014 11,060 46 0.4% 10,861
Close 11,083 11,090 7 0.1% 11,090
Range 150 63 -87 -58.0% 303
ATR 149 143 -6 -4.1% 0
Volume 151,316 72,759 -78,557 -51.9% 673,815
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,280 11,248 11,125
R3 11,217 11,185 11,107
R2 11,154 11,154 11,102
R1 11,122 11,122 11,096 11,138
PP 11,091 11,091 11,091 11,099
S1 11,059 11,059 11,084 11,075
S2 11,028 11,028 11,079
S3 10,965 10,996 11,073
S4 10,902 10,933 11,055
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,947 11,822 11,257
R3 11,644 11,519 11,173
R2 11,341 11,341 11,146
R1 11,216 11,216 11,118 11,279
PP 11,038 11,038 11,038 11,070
S1 10,913 10,913 11,062 10,976
S2 10,735 10,735 11,035
S3 10,432 10,610 11,007
S4 10,129 10,307 10,923
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% 156 1.4% 76% False False 134,763
10 11,164 10,853 311 2.8% 142 1.3% 76% False False 127,262
20 11,164 10,638 526 4.7% 141 1.3% 86% False False 133,101
40 11,164 9,844 1,320 11.9% 142 1.3% 94% False False 103,864
60 11,164 9,844 1,320 11.9% 145 1.3% 94% False False 69,285
80 11,164 9,452 1,712 15.4% 154 1.4% 96% False False 51,981
100 11,164 9,452 1,712 15.4% 145 1.3% 96% False False 41,592
120 11,164 9,452 1,712 15.4% 140 1.3% 96% False False 34,661
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 11,391
2.618 11,288
1.618 11,225
1.000 11,186
0.618 11,162
HIGH 11,123
0.618 11,099
0.500 11,092
0.382 11,084
LOW 11,060
0.618 11,021
1.000 10,997
1.618 10,958
2.618 10,895
4.250 10,792
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 11,092 11,071
PP 11,091 11,052
S1 11,091 11,034

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

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