mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 10,178 10,332 154 1.5% 9,594
High 10,354 10,362 8 0.1% 10,149
Low 10,151 10,248 97 1.0% 9,506
Close 10,288 10,306 18 0.2% 10,132
Range 203 114 -89 -43.8% 643
ATR 198 192 -6 -3.0% 0
Volume 103,397 132,004 28,607 27.7% 620,282
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,647 10,591 10,369
R3 10,533 10,477 10,337
R2 10,419 10,419 10,327
R1 10,363 10,363 10,317 10,334
PP 10,305 10,305 10,305 10,291
S1 10,249 10,249 10,296 10,220
S2 10,191 10,191 10,285
S3 10,077 10,135 10,275
S4 9,963 10,021 10,243
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 10,362 9,951 411 4.0% 135 1.3% 86% True False 130,333
10 10,362 9,506 856 8.3% 189 1.8% 93% True False 155,132
20 10,536 9,506 1,030 10.0% 179 1.7% 78% False False 151,808
40 10,639 9,506 1,133 11.0% 212 2.1% 71% False False 84,951
60 11,144 9,506 1,638 15.9% 218 2.1% 49% False False 56,677
80 11,144 9,506 1,638 15.9% 184 1.8% 49% False False 42,516
100 11,144 9,506 1,638 15.9% 151 1.5% 49% False False 34,014
120 11,144 9,506 1,638 15.9% 132 1.3% 49% False False 28,346
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,847
2.618 10,661
1.618 10,547
1.000 10,476
0.618 10,433
HIGH 10,362
0.618 10,319
0.500 10,305
0.382 10,292
LOW 10,248
0.618 10,178
1.000 10,134
1.618 10,064
2.618 9,950
4.250 9,764
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 10,306 10,277
PP 10,305 10,248
S1 10,305 10,220

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

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