mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 10,390 10,460 70 0.7% 10,046
High 10,477 10,531 54 0.5% 10,393
Low 10,356 10,435 79 0.8% 9,946
Close 10,457 10,494 37 0.4% 10,386
Range 121 96 -25 -20.7% 447
ATR 195 188 -7 -3.6% 0
Volume 150,705 116,873 -33,832 -22.4% 784,491
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,775 10,730 10,547
R3 10,679 10,634 10,521
R2 10,583 10,583 10,512
R1 10,538 10,538 10,503 10,561
PP 10,487 10,487 10,487 10,498
S1 10,442 10,442 10,485 10,465
S2 10,391 10,391 10,477
S3 10,295 10,346 10,468
S4 10,199 10,250 10,441
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,583 11,431 10,632
R3 11,136 10,984 10,509
R2 10,689 10,689 10,468
R1 10,537 10,537 10,427 10,613
PP 10,242 10,242 10,242 10,280
S1 10,090 10,090 10,345 10,166
S2 9,795 9,795 10,304
S3 9,348 9,643 10,263
S4 8,901 9,196 10,140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,531 10,013 518 4.9% 175 1.7% 93% True False 150,970
10 10,531 9,946 585 5.6% 182 1.7% 94% True False 148,260
20 10,531 9,506 1,025 9.8% 198 1.9% 96% True False 150,997
40 10,536 9,506 1,030 9.8% 194 1.9% 96% False False 118,622
60 11,070 9,506 1,564 14.9% 227 2.2% 63% False False 79,176
80 11,144 9,506 1,638 15.6% 197 1.9% 60% False False 59,396
100 11,144 9,506 1,638 15.6% 167 1.6% 60% False False 47,520
120 11,144 9,506 1,638 15.6% 144 1.4% 60% False False 39,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 42
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 10,939
2.618 10,782
1.618 10,686
1.000 10,627
0.618 10,590
HIGH 10,531
0.618 10,494
0.500 10,483
0.382 10,472
LOW 10,435
0.618 10,376
1.000 10,339
1.618 10,280
2.618 10,184
4.250 10,027
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 10,490 10,457
PP 10,487 10,420
S1 10,483 10,383

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

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