mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 9,678 9,976 298 3.1% 10,104
High 9,983 10,101 118 1.2% 10,144
Low 9,613 9,951 338 3.5% 9,552
Close 9,980 10,092 112 1.1% 9,596
Range 370 150 -220 -59.5% 592
ATR 218 213 -5 -2.2% 0
Volume 159,114 164,837 5,723 3.6% 862,534
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,498 10,445 10,175
R3 10,348 10,295 10,133
R2 10,198 10,198 10,120
R1 10,145 10,145 10,106 10,172
PP 10,048 10,048 10,048 10,061
S1 9,995 9,995 10,078 10,022
S2 9,898 9,898 10,065
S3 9,748 9,845 10,051
S4 9,598 9,695 10,010
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,540 11,160 9,922
R3 10,948 10,568 9,759
R2 10,356 10,356 9,705
R1 9,976 9,976 9,650 9,870
PP 9,764 9,764 9,764 9,711
S1 9,384 9,384 9,542 9,278
S2 9,172 9,172 9,488
S3 8,580 8,792 9,433
S4 7,988 8,200 9,271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,101 9,506 595 5.9% 238 2.4% 98% True False 172,662
10 10,268 9,506 762 7.6% 216 2.1% 77% False False 166,478
20 10,536 9,506 1,030 10.2% 194 1.9% 57% False False 144,922
40 10,859 9,506 1,353 13.4% 222 2.2% 43% False False 72,796
60 11,144 9,506 1,638 16.2% 217 2.1% 36% False False 48,566
80 11,144 9,506 1,638 16.2% 181 1.8% 36% False False 36,431
100 11,144 9,506 1,638 16.2% 148 1.5% 36% False False 29,146
120 11,144 9,506 1,638 16.2% 129 1.3% 36% False False 24,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,739
2.618 10,494
1.618 10,344
1.000 10,251
0.618 10,194
HIGH 10,101
0.618 10,044
0.500 10,026
0.382 10,008
LOW 9,951
0.618 9,858
1.000 9,801
1.618 9,708
2.618 9,558
4.250 9,314
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 10,070 9,996
PP 10,048 9,900
S1 10,026 9,804

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

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