mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 10,634 10,616 -18 -0.2% 10,459
High 10,685 10,682 -3 0.0% 10,685
Low 10,473 10,590 117 1.1% 10,448
Close 10,613 10,666 53 0.5% 10,613
Range 212 92 -120 -56.6% 237
ATR 171 166 -6 -3.3% 0
Volume 139,396 70,004 -69,392 -49.8% 580,732
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,922 10,886 10,717
R3 10,830 10,794 10,691
R2 10,738 10,738 10,683
R1 10,702 10,702 10,675 10,720
PP 10,646 10,646 10,646 10,655
S1 10,610 10,610 10,658 10,628
S2 10,554 10,554 10,649
S3 10,462 10,518 10,641
S4 10,370 10,426 10,616
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 10,473 212 2.0% 118 1.1% 91% False False 99,926
10 10,685 10,286 399 3.7% 137 1.3% 95% False False 117,051
20 10,685 9,946 739 6.9% 165 1.5% 97% False False 131,982
40 10,685 9,506 1,179 11.1% 173 1.6% 98% False False 142,607
60 10,735 9,506 1,229 11.5% 199 1.9% 94% False False 96,708
80 11,144 9,506 1,638 15.4% 204 1.9% 71% False False 72,562
100 11,144 9,506 1,638 15.4% 179 1.7% 71% False False 58,056
120 11,144 9,506 1,638 15.4% 151 1.4% 71% False False 48,381
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,073
2.618 10,923
1.618 10,831
1.000 10,774
0.618 10,739
HIGH 10,682
0.618 10,647
0.500 10,636
0.382 10,625
LOW 10,590
0.618 10,533
1.000 10,498
1.618 10,441
2.618 10,349
4.250 10,199
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 10,656 10,637
PP 10,646 10,608
S1 10,636 10,579

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

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