mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 10,295 10,046 -249 -2.4% 10,117
High 10,321 10,134 -187 -1.8% 10,367
Low 10,026 10,019 -7 -0.1% 10,026
Close 10,059 10,060 1 0.0% 10,059
Range 295 115 -180 -61.0% 341
ATR 199 193 -6 -3.0% 0
Volume 164,561 168,022 3,461 2.1% 641,945
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,416 10,353 10,123
R3 10,301 10,238 10,092
R2 10,186 10,186 10,081
R1 10,123 10,123 10,071 10,155
PP 10,071 10,071 10,071 10,087
S1 10,008 10,008 10,050 10,040
S2 9,956 9,956 10,039
S3 9,841 9,893 10,029
S4 9,726 9,778 9,997
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 10,019 348 3.5% 182 1.8% 12% False True 140,390
10 10,367 9,506 861 8.6% 193 1.9% 64% False False 143,024
20 10,536 9,506 1,030 10.2% 192 1.9% 54% False False 151,719
40 10,536 9,506 1,030 10.2% 206 2.0% 54% False False 96,603
60 11,144 9,506 1,638 16.3% 223 2.2% 34% False False 64,448
80 11,144 9,506 1,638 16.3% 187 1.9% 34% False False 48,347
100 11,144 9,506 1,638 16.3% 156 1.5% 34% False False 38,680
120 11,144 9,506 1,638 16.3% 137 1.4% 34% False False 32,234
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 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,623
2.618 10,435
1.618 10,320
1.000 10,249
0.618 10,205
HIGH 10,134
0.618 10,090
0.500 10,077
0.382 10,063
LOW 10,019
0.618 9,948
1.000 9,904
1.618 9,833
2.618 9,718
4.250 9,530
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 10,077 10,193
PP 10,071 10,149
S1 10,066 10,104

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

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