mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 10,639 10,634 -5 0.0% 10,459
High 10,664 10,685 21 0.2% 10,685
Low 10,569 10,473 -96 -0.9% 10,448
Close 10,635 10,613 -22 -0.2% 10,613
Range 95 212 117 123.2% 237
ATR 168 171 3 1.9% 0
Volume 83,313 139,396 56,083 67.3% 580,732
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,226 11,132 10,730
R3 11,014 10,920 10,671
R2 10,802 10,802 10,652
R1 10,708 10,708 10,633 10,649
PP 10,590 10,590 10,590 10,561
S1 10,496 10,496 10,594 10,437
S2 10,378 10,378 10,574
S3 10,166 10,284 10,555
S4 9,954 10,072 10,497
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,293 11,190 10,743
R3 11,056 10,953 10,678
R2 10,819 10,819 10,657
R1 10,716 10,716 10,635 10,768
PP 10,582 10,582 10,582 10,608
S1 10,479 10,479 10,591 10,531
S2 10,345 10,345 10,570
S3 10,108 10,242 10,548
S4 9,871 10,005 10,483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,685 10,448 237 2.2% 138 1.3% 70% True False 116,146
10 10,685 10,286 399 3.8% 140 1.3% 82% True False 125,121
20 10,685 9,946 739 7.0% 166 1.6% 90% True False 133,882
40 10,685 9,506 1,179 11.1% 175 1.6% 94% True False 142,648
60 10,859 9,506 1,353 12.7% 201 1.9% 82% False False 95,546
80 11,144 9,506 1,638 15.4% 204 1.9% 68% False False 71,688
100 11,144 9,506 1,638 15.4% 178 1.7% 68% False False 57,356
120 11,144 9,506 1,638 15.4% 151 1.4% 68% False False 47,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,586
2.618 11,240
1.618 11,028
1.000 10,897
0.618 10,816
HIGH 10,685
0.618 10,604
0.500 10,579
0.382 10,554
LOW 10,473
0.618 10,342
1.000 10,261
1.618 10,130
2.618 9,918
4.250 9,572
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 10,602 10,602
PP 10,590 10,590
S1 10,579 10,579

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

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