mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 10,616 10,661 45 0.4% 10,459
High 10,682 10,665 -17 -0.2% 10,685
Low 10,590 10,511 -79 -0.7% 10,448
Close 10,666 10,618 -48 -0.5% 10,613
Range 92 154 62 67.4% 237
ATR 166 165 -1 -0.5% 0
Volume 70,004 127,782 57,778 82.5% 580,732
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,060 10,993 10,703
R3 10,906 10,839 10,660
R2 10,752 10,752 10,646
R1 10,685 10,685 10,632 10,642
PP 10,598 10,598 10,598 10,576
S1 10,531 10,531 10,604 10,488
S2 10,444 10,444 10,590
S3 10,290 10,377 10,576
S4 10,136 10,223 10,533
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% 133 1.2% 68% False False 105,232
10 10,685 10,286 399 3.8% 143 1.3% 83% False False 118,142
20 10,685 9,946 739 7.0% 162 1.5% 91% False False 133,201
40 10,685 9,506 1,179 11.1% 174 1.6% 94% False False 142,622
60 10,685 9,506 1,179 11.1% 197 1.9% 94% False False 98,836
80 11,144 9,506 1,638 15.4% 204 1.9% 68% False False 74,159
100 11,144 9,506 1,638 15.4% 179 1.7% 68% False False 59,333
120 11,144 9,506 1,638 15.4% 152 1.4% 68% False False 49,445
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,320
2.618 11,068
1.618 10,914
1.000 10,819
0.618 10,760
HIGH 10,665
0.618 10,606
0.500 10,588
0.382 10,570
LOW 10,511
0.618 10,416
1.000 10,357
1.618 10,262
2.618 10,108
4.250 9,857
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 10,608 10,605
PP 10,598 10,592
S1 10,588 10,579

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

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