mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 10,117 10,178 61 0.6% 9,594
High 10,186 10,354 168 1.6% 10,149
Low 10,077 10,151 74 0.7% 9,506
Close 10,181 10,288 107 1.1% 10,132
Range 109 203 94 86.2% 643
ATR 198 198 0 0.2% 0
Volume 108,015 103,397 -4,618 -4.3% 620,282
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,873 10,784 10,400
R3 10,670 10,581 10,344
R2 10,467 10,467 10,325
R1 10,378 10,378 10,307 10,423
PP 10,264 10,264 10,264 10,287
S1 10,175 10,175 10,270 10,220
S2 10,061 10,061 10,251
S3 9,858 9,972 10,232
S4 9,655 9,769 10,176
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 10,354 9,613 741 7.2% 186 1.8% 91% True False 135,755
10 10,354 9,506 848 8.2% 215 2.1% 92% True False 153,735
20 10,536 9,506 1,030 10.0% 185 1.8% 76% False False 152,044
40 10,639 9,506 1,133 11.0% 215 2.1% 69% False False 81,654
60 11,144 9,506 1,638 15.9% 218 2.1% 48% False False 54,478
80 11,144 9,506 1,638 15.9% 184 1.8% 48% False False 40,866
100 11,144 9,506 1,638 15.9% 150 1.5% 48% False False 32,694
120 11,144 9,506 1,638 15.9% 131 1.3% 48% False False 27,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,217
2.618 10,886
1.618 10,683
1.000 10,557
0.618 10,480
HIGH 10,354
0.618 10,277
0.500 10,253
0.382 10,229
LOW 10,151
0.618 10,026
1.000 9,948
1.618 9,823
2.618 9,620
4.250 9,288
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 10,276 10,260
PP 10,264 10,231
S1 10,253 10,203

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

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