mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 10,661 10,617 -44 -0.4% 10,459
High 10,665 10,624 -41 -0.4% 10,685
Low 10,511 10,334 -177 -1.7% 10,448
Close 10,618 10,337 -281 -2.6% 10,613
Range 154 290 136 88.3% 237
ATR 165 174 9 5.4% 0
Volume 127,782 148,797 21,015 16.4% 580,732
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,302 11,109 10,497
R3 11,012 10,819 10,417
R2 10,722 10,722 10,390
R1 10,529 10,529 10,364 10,481
PP 10,432 10,432 10,432 10,407
S1 10,239 10,239 10,311 10,191
S2 10,142 10,142 10,284
S3 9,852 9,949 10,257
S4 9,562 9,659 10,178
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 10,334 351 3.4% 169 1.6% 1% False True 113,858
10 10,685 10,286 399 3.9% 160 1.5% 13% False False 120,277
20 10,685 9,946 739 7.1% 171 1.7% 53% False False 134,041
40 10,685 9,506 1,179 11.4% 175 1.7% 70% False False 142,924
60 10,685 9,506 1,179 11.4% 198 1.9% 70% False False 101,314
80 11,144 9,506 1,638 15.8% 206 2.0% 51% False False 76,018
100 11,144 9,506 1,638 15.8% 181 1.8% 51% False False 60,821
120 11,144 9,506 1,638 15.8% 155 1.5% 51% False False 50,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 11,857
2.618 11,383
1.618 11,093
1.000 10,914
0.618 10,803
HIGH 10,624
0.618 10,513
0.500 10,479
0.382 10,445
LOW 10,334
0.618 10,155
1.000 10,044
1.618 9,865
2.618 9,575
4.250 9,102
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 10,479 10,508
PP 10,432 10,451
S1 10,384 10,394

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

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