mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 11,093 11,111 18 0.2% 11,011
High 11,200 11,135 -65 -0.6% 11,164
Low 11,086 11,037 -49 -0.4% 10,861
Close 11,115 11,124 9 0.1% 11,090
Range 114 98 -16 -14.0% 303
ATR 141 138 -3 -2.2% 0
Volume 110,830 100,721 -10,109 -9.1% 673,815
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,393 11,356 11,178
R3 11,295 11,258 11,151
R2 11,197 11,197 11,142
R1 11,160 11,160 11,133 11,179
PP 11,099 11,099 11,099 11,108
S1 11,062 11,062 11,115 11,081
S2 11,001 11,001 11,106
S3 10,903 10,964 11,097
S4 10,805 10,866 11,070
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 10,903 297 2.7% 125 1.1% 74% False False 116,694
10 11,200 10,861 339 3.0% 142 1.3% 78% False False 128,373
20 11,200 10,638 562 5.1% 138 1.2% 86% False False 130,753
40 11,200 9,844 1,356 12.2% 136 1.2% 94% False False 109,132
60 11,200 9,844 1,356 12.2% 143 1.3% 94% False False 72,806
80 11,200 9,452 1,748 15.7% 152 1.4% 96% False False 54,622
100 11,200 9,452 1,748 15.7% 147 1.3% 96% False False 43,708
120 11,200 9,452 1,748 15.7% 138 1.2% 96% False False 36,424
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 False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,552
2.618 11,392
1.618 11,294
1.000 11,233
0.618 11,196
HIGH 11,135
0.618 11,098
0.500 11,086
0.382 11,075
LOW 11,037
0.618 10,977
1.000 10,939
1.618 10,879
2.618 10,781
4.250 10,621
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 11,111 11,122
PP 11,099 11,120
S1 11,086 11,119

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

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