mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 29-Apr-2010

Day Change Summary
	Previous	Current
	28-Apr-2010	29-Apr-2010	Change	Change %	Previous Week
Open	10,887	10,960	73	0.7%	10,890
High	10,969	11,087	118	1.1%	11,089
Low	10,856	10,938	82	0.8%	10,857
Close	10,953	11,074	121	1.1%	11,079
Range	113	149	36	31.9%	232
ATR	98	102	4	3.7%	0
Volume	79	58	-21	-26.6%	397

Daily Pivots for day following 29-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,480	11,426	11,156
R3	11,331	11,277	11,115
R2	11,182	11,182	11,101
R1	11,128	11,128	11,088	11,155
PP	11,033	11,033	11,033	11,047
S1	10,979	10,979	11,060	11,006
S2	10,884	10,884	11,047
S3	10,735	10,830	11,033
S4	10,586	10,681	10,992

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,704	11,624	11,207
R3	11,472	11,392	11,143
R2	11,240	11,240	11,122
R1	11,160	11,160	11,100	11,200
PP	11,008	11,008	11,008	11,029
S1	10,928	10,928	11,058	10,968
S2	10,776	10,776	11,037
S3	10,544	10,696	11,015
S4	10,312	10,464	10,952

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,144	10,856	288	2.6%	139	1.3%	76%	False	False	60
10	11,144	10,856	288	2.6%	127	1.1%	76%	False	False	68
20	11,144	10,728	416	3.8%	99	0.9%	83%	False	False	54
40	11,144	10,418	726	6.6%	73	0.7%	90%	False	False	33
60	11,144	9,775	1,369	12.4%	58	0.5%	95%	False	False	25

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	26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,720
2.618	11,477
1.618	11,328
1.000	11,236
0.618	11,179
HIGH	11,087
0.618	11,030
0.500	11,013
0.382	10,995
LOW	10,938
0.618	10,846
1.000	10,789
1.618	10,697
2.618	10,548
4.250	10,305

Fisher Pivots for day following 29-Apr-2010
Pivot	1 day	3 day
R1	11,054	11,043
PP	11,033	11,012
S1	11,013	10,981

Download as Excel Spreadsheet

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

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