mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 9,976 10,090 114 1.1% 9,594
High 10,101 10,149 48 0.5% 10,149
Low 9,951 10,051 100 1.0% 9,506
Close 10,092 10,132 40 0.4% 10,132
Range 150 98 -52 -34.7% 643
ATR 213 205 -8 -3.9% 0
Volume 164,837 143,415 -21,422 -13.0% 620,282
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,405 10,366 10,186
R3 10,307 10,268 10,159
R2 10,209 10,209 10,150
R1 10,170 10,170 10,141 10,190
PP 10,111 10,111 10,111 10,120
S1 10,072 10,072 10,123 10,092
S2 10,013 10,013 10,114
S3 9,915 9,974 10,105
S4 9,817 9,876 10,078
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,858 11,638 10,486
R3 11,215 10,995 10,309
R2 10,572 10,572 10,250
R1 10,352 10,352 10,191 10,462
PP 9,929 9,929 9,929 9,984
S1 9,709 9,709 10,073 9,819
S2 9,286 9,286 10,014
S3 8,643 9,066 9,955
S4 8,000 8,423 9,778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,149 9,506 643 6.3% 222 2.2% 97% True False 168,081
10 10,149 9,506 643 6.3% 206 2.0% 97% True False 165,319
20 10,536 9,506 1,030 10.2% 183 1.8% 61% False False 151,414
40 10,859 9,506 1,353 13.4% 218 2.2% 46% False False 76,378
60 11,144 9,506 1,638 16.2% 217 2.1% 38% False False 50,956
80 11,144 9,506 1,638 16.2% 181 1.8% 38% False False 38,224
100 11,144 9,506 1,638 16.2% 148 1.5% 38% False False 30,580
120 11,144 9,506 1,638 16.2% 129 1.3% 38% False False 25,484
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 54
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 10,566
2.618 10,406
1.618 10,308
1.000 10,247
0.618 10,210
HIGH 10,149
0.618 10,112
0.500 10,100
0.382 10,089
LOW 10,051
0.618 9,991
1.000 9,953
1.618 9,893
2.618 9,795
4.250 9,635
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 10,121 10,048
PP 10,111 9,965
S1 10,100 9,881

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

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