mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	10,303	10,295	-8	-0.1%	10,117
High	10,367	10,321	-46	-0.4%	10,367
Low	10,183	10,026	-157	-1.5%	10,026
Close	10,292	10,059	-233	-2.3%	10,059
Range	184	295	111	60.3%	341
ATR	192	199	7	3.8%	0
Volume	133,968	164,561	30,593	22.8%	641,945

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,020	10,835	10,221
R3	10,725	10,540	10,140
R2	10,430	10,430	10,113
R1	10,245	10,245	10,086	10,190
PP	10,135	10,135	10,135	10,108
S1	9,950	9,950	10,032	9,895
S2	9,840	9,840	10,005
S3	9,545	9,655	9,978
S4	9,250	9,360	9,897

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,174	10,957	10,247
R3	10,833	10,616	10,153
R2	10,492	10,492	10,122
R1	10,275	10,275	10,090	10,213
PP	10,151	10,151	10,151	10,120
S1	9,934	9,934	10,028	9,872
S2	9,810	9,810	9,997
S3	9,469	9,593	9,965
S4	9,128	9,252	9,872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,367	10,026	341	3.4%	181	1.8%	10%	False	True	128,389
10	10,367	9,506	861	8.6%	202	2.0%	64%	False	False	148,235
20	10,536	9,506	1,030	10.2%	190	1.9%	54%	False	False	151,722
40	10,536	9,506	1,030	10.2%	213	2.1%	54%	False	False	92,407
60	11,144	9,506	1,638	16.3%	223	2.2%	34%	False	False	61,649
80	11,144	9,506	1,638	16.3%	187	1.9%	34%	False	False	46,247
100	11,144	9,506	1,638	16.3%	156	1.6%	34%	False	False	36,999
120	11,144	9,506	1,638	16.3%	136	1.4%	34%	False	False	30,834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	11,575
2.618	11,093
1.618	10,798
1.000	10,616
0.618	10,503
HIGH	10,321
0.618	10,208
0.500	10,174
0.382	10,139
LOW	10,026
0.618	9,844
1.000	9,731
1.618	9,549
2.618	9,254
4.250	8,772

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	10,174	10,197
PP	10,135	10,151
S1	10,097	10,105

Download as Excel Spreadsheet

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

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