mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 10,615 10,591 -24 -0.2% 10,390
High 10,629 10,660 31 0.3% 10,538
Low 10,550 10,551 1 0.0% 10,286
Close 10,594 10,635 41 0.4% 10,417
Range 79 109 30 38.0% 252
ATR 179 174 -5 -2.8% 0
Volume 101,252 105,667 4,415 4.4% 670,487
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,942 10,898 10,695
R3 10,833 10,789 10,665
R2 10,724 10,724 10,655
R1 10,680 10,680 10,645 10,702
PP 10,615 10,615 10,615 10,627
S1 10,571 10,571 10,625 10,593
S2 10,506 10,506 10,615
S3 10,397 10,462 10,605
S4 10,288 10,353 10,575
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 10,660 10,286 374 3.5% 152 1.4% 93% True False 126,697
10 10,660 10,035 625 5.9% 153 1.4% 96% True False 135,472
20 10,660 9,946 714 6.7% 163 1.5% 96% True False 138,159
40 10,660 9,506 1,154 10.9% 179 1.7% 98% True False 137,505
60 10,859 9,506 1,353 12.7% 203 1.9% 83% False False 91,840
80 11,144 9,506 1,638 15.4% 202 1.9% 69% False False 68,905
100 11,144 9,506 1,638 15.4% 176 1.7% 69% False False 55,129
120 11,144 9,506 1,638 15.4% 149 1.4% 69% False False 45,942
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,123
2.618 10,945
1.618 10,836
1.000 10,769
0.618 10,727
HIGH 10,660
0.618 10,618
0.500 10,606
0.382 10,593
LOW 10,551
0.618 10,484
1.000 10,442
1.618 10,375
2.618 10,266
4.250 10,088
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 10,625 10,608
PP 10,615 10,581
S1 10,606 10,554

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

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