mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 10,176 10,058 -118 -1.2% 10,117
High 10,231 10,314 83 0.8% 10,367
Low 10,013 10,035 22 0.2% 10,026
Close 10,058 10,267 209 2.1% 10,059
Range 218 279 61 28.0% 341
ATR 198 204 6 2.9% 0
Volume 161,057 171,959 10,902 6.8% 641,945
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,042 10,934 10,421
R3 10,763 10,655 10,344
R2 10,484 10,484 10,318
R1 10,376 10,376 10,293 10,430
PP 10,205 10,205 10,205 10,233
S1 10,097 10,097 10,242 10,151
S2 9,926 9,926 10,216
S3 9,647 9,818 10,190
S4 9,368 9,539 10,114
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 10,321 9,946 375 3.7% 230 2.2% 86% False False 158,958
10 10,367 9,946 421 4.1% 186 1.8% 76% False False 141,559
20 10,367 9,506 861 8.4% 201 2.0% 88% False False 154,018
40 10,536 9,506 1,030 10.0% 206 2.0% 74% False False 108,127
60 11,096 9,506 1,590 15.5% 228 2.2% 48% False False 72,149
80 11,144 9,506 1,638 16.0% 195 1.9% 46% False False 54,124
100 11,144 9,506 1,638 16.0% 163 1.6% 46% False False 43,301
120 11,144 9,506 1,638 16.0% 141 1.4% 46% False False 36,086
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 44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,500
2.618 11,045
1.618 10,766
1.000 10,593
0.618 10,487
HIGH 10,314
0.618 10,208
0.500 10,175
0.382 10,142
LOW 10,035
0.618 9,863
1.000 9,756
1.618 9,584
2.618 9,305
4.250 8,849
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 10,236 10,221
PP 10,205 10,176
S1 10,175 10,130

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

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