mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 10,568 10,531 -37 -0.4% 10,393
High 10,595 10,555 -40 -0.4% 10,596
Low 10,448 10,270 -178 -1.7% 10,385
Close 10,553 10,272 -281 -2.7% 10,548
Range 147 285 138 93.9% 211
ATR 154 163 9 6.1% 0
Volume 49 107 58 118.4% 373
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,221 11,031 10,429
R3 10,936 10,746 10,351
R2 10,651 10,651 10,324
R1 10,461 10,461 10,298 10,414
PP 10,366 10,366 10,366 10,342
S1 10,176 10,176 10,246 10,129
S2 10,081 10,081 10,220
S3 9,796 9,891 10,194
S4 9,511 9,606 10,115
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,143 11,056 10,664
R3 10,932 10,845 10,606
R2 10,721 10,721 10,587
R1 10,634 10,634 10,567 10,678
PP 10,510 10,510 10,510 10,531
S1 10,423 10,423 10,529 10,467
S2 10,299 10,299 10,509
S3 10,088 10,212 10,490
S4 9,877 10,001 10,432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,617 10,270 347 3.4% 159 1.5% 1% False True 88
10 10,617 10,232 385 3.7% 152 1.5% 10% False False 89
20 10,617 9,887 730 7.1% 165 1.6% 53% False False 81
40 10,617 9,452 1,165 11.3% 165 1.6% 70% False False 74
60 10,617 9,452 1,165 11.3% 133 1.3% 70% False False 51
80 11,033 9,452 1,581 15.4% 125 1.2% 52% False False 38
100 11,033 9,452 1,581 15.4% 104 1.0% 52% False False 31
120 11,033 9,452 1,581 15.4% 89 0.9% 52% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 11,766
2.618 11,301
1.618 11,016
1.000 10,840
0.618 10,731
HIGH 10,555
0.618 10,446
0.500 10,413
0.382 10,379
LOW 10,270
0.618 10,094
1.000 9,985
1.618 9,809
2.618 9,524
4.250 9,059
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 10,413 10,444
PP 10,366 10,386
S1 10,319 10,329

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

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