mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 10,090 10,117 27 0.3% 9,594
High 10,149 10,186 37 0.4% 10,149
Low 10,051 10,077 26 0.3% 9,506
Close 10,132 10,181 49 0.5% 10,132
Range 98 109 11 11.2% 643
ATR 205 198 -7 -3.3% 0
Volume 143,415 108,015 -35,400 -24.7% 620,282
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,475 10,437 10,241
R3 10,366 10,328 10,211
R2 10,257 10,257 10,201
R1 10,219 10,219 10,191 10,238
PP 10,148 10,148 10,148 10,158
S1 10,110 10,110 10,171 10,129
S2 10,039 10,039 10,161
S3 9,930 10,001 10,151
S4 9,821 9,892 10,121
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 10,186 9,506 680 6.7% 204 2.0% 99% True False 145,659
10 10,186 9,506 680 6.7% 204 2.0% 99% True False 159,083
20 10,536 9,506 1,030 10.1% 182 1.8% 66% False False 153,233
40 10,735 9,506 1,229 12.1% 216 2.1% 55% False False 79,071
60 11,144 9,506 1,638 16.1% 217 2.1% 41% False False 52,755
80 11,144 9,506 1,638 16.1% 182 1.8% 41% False False 39,574
100 11,144 9,506 1,638 16.1% 148 1.5% 41% False False 31,660
120 11,144 9,506 1,638 16.1% 130 1.3% 41% False False 26,384
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 53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,649
2.618 10,471
1.618 10,362
1.000 10,295
0.618 10,253
HIGH 10,186
0.618 10,144
0.500 10,132
0.382 10,119
LOW 10,077
0.618 10,010
1.000 9,968
1.618 9,901
2.618 9,792
4.250 9,614
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 10,165 10,144
PP 10,148 10,106
S1 10,132 10,069

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

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