mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 10,323 10,400 77 0.7% 10,206
High 10,323 10,431 108 1.0% 10,340
Low 10,273 10,371 98 1.0% 10,206
Close 10,330 10,409 79 0.8% 10,330
Range 50 60 10 20.0% 134
ATR 95 95 0 0.5% 0
Volume 62 3 -59 -95.2% 71
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,584 10,556 10,442
R3 10,524 10,496 10,426
R2 10,464 10,464 10,420
R1 10,436 10,436 10,415 10,450
PP 10,404 10,404 10,404 10,411
S1 10,376 10,376 10,404 10,390
S2 10,344 10,344 10,398
S3 10,284 10,316 10,393
S4 10,224 10,256 10,376
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,694 10,646 10,404
R3 10,560 10,512 10,367
R2 10,426 10,426 10,355
R1 10,378 10,378 10,342 10,402
PP 10,292 10,292 10,292 10,304
S1 10,244 10,244 10,318 10,268
S2 10,158 10,158 10,306
S3 10,024 10,110 10,293
S4 9,890 9,976 10,256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,431 10,206 225 2.2% 38 0.4% 90% True False 14
10 10,431 9,814 617 5.9% 66 0.6% 96% True False 9
20 10,431 9,790 641 6.2% 54 0.5% 97% True False 6
40 10,531 9,790 741 7.1% 31 0.3% 84% False False 6
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 6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,686
2.618 10,588
1.618 10,528
1.000 10,491
0.618 10,468
HIGH 10,431
0.618 10,408
0.500 10,401
0.382 10,394
LOW 10,371
0.618 10,334
1.000 10,311
1.618 10,274
2.618 10,214
4.250 10,116
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 10,406 10,388
PP 10,404 10,368
S1 10,401 10,347

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

View Archives - Comment on this page... - Back to Index of Symbols