mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	10,405	10,459	54	0.5%	10,390
High	10,460	10,643	183	1.7%	10,538
Low	10,286	10,448	162	1.6%	10,286
Close	10,417	10,617	200	1.9%	10,417
Range	174	195	21	12.1%	252
ATR	183	186	3	1.7%	0
Volume	159,472	151,104	-8,368	-5.2%	670,487

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,154	11,081	10,724
R3	10,959	10,886	10,671
R2	10,764	10,764	10,653
R1	10,691	10,691	10,635	10,728
PP	10,569	10,569	10,569	10,588
S1	10,496	10,496	10,599	10,533
S2	10,374	10,374	10,581
S3	10,179	10,301	10,564
S4	9,984	10,106	10,510

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,170	11,045	10,556
R3	10,918	10,793	10,486
R2	10,666	10,666	10,463
R1	10,541	10,541	10,440	10,604
PP	10,414	10,414	10,414	10,445
S1	10,289	10,289	10,394	10,352
S2	10,162	10,162	10,371
S3	9,910	10,037	10,348
S4	9,658	9,785	10,279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,643	10,286	357	3.4%	157	1.5%	93%	True	False	134,177
10	10,643	9,946	697	6.6%	180	1.7%	96%	True	False	143,806
20	10,643	9,506	1,137	10.7%	186	1.8%	98%	True	False	143,415
40	10,643	9,506	1,137	10.7%	186	1.8%	98%	True	False	132,419
60	10,859	9,506	1,353	12.7%	211	2.0%	82%	False	False	88,403
80	11,144	9,506	1,638	15.4%	202	1.9%	68%	False	False	66,319
100	11,144	9,506	1,638	15.4%	174	1.6%	68%	False	False	53,059
120	11,144	9,506	1,638	15.4%	150	1.4%	68%	False	False	44,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,472
2.618	11,154
1.618	10,959
1.000	10,838
0.618	10,764
HIGH	10,643
0.618	10,569
0.500	10,546
0.382	10,523
LOW	10,448
0.618	10,328
1.000	10,253
1.618	10,133
2.618	9,938
4.250	9,619

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	10,593	10,566
PP	10,569	10,515
S1	10,546	10,465

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