mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 10,046 10,053 7 0.1% 10,117
High 10,134 10,186 52 0.5% 10,367
Low 10,019 9,946 -73 -0.7% 10,026
Close 10,060 10,178 118 1.2% 10,059
Range 115 240 125 108.7% 341
ATR 193 196 3 1.7% 0
Volume 168,022 129,193 -38,829 -23.1% 641,945
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,823 10,741 10,310
R3 10,583 10,501 10,244
R2 10,343 10,343 10,222
R1 10,261 10,261 10,200 10,302
PP 10,103 10,103 10,103 10,124
S1 10,021 10,021 10,156 10,062
S2 9,863 9,863 10,134
S3 9,623 9,781 10,112
S4 9,383 9,541 10,046
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,174 10,957 10,247
R3 10,833 10,616 10,153
R2 10,492 10,492 10,122
R1 10,275 10,275 10,090 10,213
PP 10,151 10,151 10,151 10,120
S1 9,934 9,934 10,028 9,872
S2 9,810 9,810 9,997
S3 9,469 9,593 9,965
S4 9,128 9,252 9,872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,367 9,946 421 4.1% 190 1.9% 55% False True 145,549
10 10,367 9,613 754 7.4% 188 1.8% 75% False False 140,652
20 10,449 9,506 943 9.3% 194 1.9% 71% False False 152,418
40 10,536 9,506 1,030 10.1% 204 2.0% 65% False False 99,823
60 11,144 9,506 1,638 16.1% 225 2.2% 41% False False 66,601
80 11,144 9,506 1,638 16.1% 190 1.9% 41% False False 49,962
100 11,144 9,506 1,638 16.1% 158 1.6% 41% False False 39,971
120 11,144 9,506 1,638 16.1% 138 1.4% 41% False False 33,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,206
2.618 10,814
1.618 10,574
1.000 10,426
0.618 10,334
HIGH 10,186
0.618 10,094
0.500 10,066
0.382 10,038
LOW 9,946
0.618 9,798
1.000 9,706
1.618 9,558
2.618 9,318
4.250 8,926
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 10,141 10,163
PP 10,103 10,148
S1 10,066 10,134

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

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