mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 11,085 11,093 8 0.1% 11,011
High 11,123 11,200 77 0.7% 11,164
Low 11,060 11,086 26 0.2% 10,861
Close 11,090 11,115 25 0.2% 11,090
Range 63 114 51 81.0% 303
ATR 143 141 -2 -1.4% 0
Volume 72,759 110,830 38,071 52.3% 673,815
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,476 11,409 11,178
R3 11,362 11,295 11,146
R2 11,248 11,248 11,136
R1 11,181 11,181 11,126 11,215
PP 11,134 11,134 11,134 11,150
S1 11,067 11,067 11,105 11,101
S2 11,020 11,020 11,094
S3 10,906 10,953 11,084
S4 10,792 10,839 11,052
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 11,200 10,861 339 3.0% 146 1.3% 75% True False 136,665
10 11,200 10,853 347 3.1% 147 1.3% 76% True False 131,567
20 11,200 10,638 562 5.1% 141 1.3% 85% True False 133,552
40 11,200 9,844 1,356 12.2% 139 1.2% 94% True False 106,628
60 11,200 9,844 1,356 12.2% 145 1.3% 94% True False 71,129
80 11,200 9,452 1,748 15.7% 153 1.4% 95% True False 53,365
100 11,200 9,452 1,748 15.7% 146 1.3% 95% True False 42,701
120 11,200 9,452 1,748 15.7% 141 1.3% 95% True False 35,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,685
2.618 11,499
1.618 11,385
1.000 11,314
0.618 11,271
HIGH 11,200
0.618 11,157
0.500 11,143
0.382 11,130
LOW 11,086
0.618 11,016
1.000 10,972
1.618 10,902
2.618 10,788
4.250 10,602
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 11,143 11,112
PP 11,134 11,110
S1 11,124 11,107

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

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