mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 10,428 10,411 -17 -0.2% 9,992
High 10,465 10,460 -5 0.0% 10,329
Low 10,373 10,351 -22 -0.2% 9,887
Close 10,430 10,384 -46 -0.4% 10,323
Range 92 109 17 18.5% 442
ATR 172 168 -5 -2.6% 0
Volume 37 27 -10 -27.0% 446
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,725 10,664 10,444
R3 10,616 10,555 10,414
R2 10,507 10,507 10,404
R1 10,446 10,446 10,394 10,422
PP 10,398 10,398 10,398 10,387
S1 10,337 10,337 10,374 10,313
S2 10,289 10,289 10,364
S3 10,180 10,228 10,354
S4 10,071 10,119 10,324
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,506 11,356 10,566
R3 11,064 10,914 10,445
R2 10,622 10,622 10,404
R1 10,472 10,472 10,364 10,547
PP 10,180 10,180 10,180 10,217
S1 10,030 10,030 10,283 10,105
S2 9,738 9,738 10,242
S3 9,296 9,588 10,202
S4 8,854 9,146 10,080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,465 9,973 492 4.7% 150 1.4% 84% False False 58
10 10,465 9,887 578 5.6% 177 1.7% 86% False False 72
20 10,465 9,452 1,013 9.8% 180 1.7% 92% False False 80
40 10,466 9,452 1,014 9.8% 140 1.3% 92% False False 53
60 10,767 9,452 1,315 12.7% 132 1.3% 71% False False 36
80 11,033 9,452 1,581 15.2% 109 1.0% 59% False False 27
100 11,033 9,452 1,581 15.2% 89 0.9% 59% False False 22
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,923
2.618 10,745
1.618 10,636
1.000 10,569
0.618 10,527
HIGH 10,460
0.618 10,418
0.500 10,406
0.382 10,393
LOW 10,351
0.618 10,284
1.000 10,242
1.618 10,175
2.618 10,066
4.250 9,888
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 10,406 10,383
PP 10,398 10,381
S1 10,391 10,380

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

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