mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 10,617 10,337 -280 -2.6% 10,459
High 10,624 10,367 -257 -2.4% 10,685
Low 10,334 10,223 -111 -1.1% 10,448
Close 10,337 10,271 -66 -0.6% 10,613
Range 290 144 -146 -50.3% 237
ATR 174 172 -2 -1.2% 0
Volume 148,797 133,247 -15,550 -10.5% 580,732
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,719 10,639 10,350
R3 10,575 10,495 10,311
R2 10,431 10,431 10,298
R1 10,351 10,351 10,284 10,319
PP 10,287 10,287 10,287 10,271
S1 10,207 10,207 10,258 10,175
S2 10,143 10,143 10,245
S3 9,999 10,063 10,232
S4 9,855 9,919 10,192
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 10,223 462 4.5% 179 1.7% 10% False True 123,845
10 10,685 10,223 462 4.5% 155 1.5% 10% False True 122,003
20 10,685 9,946 739 7.2% 169 1.6% 44% False False 134,005
40 10,685 9,506 1,179 11.5% 176 1.7% 65% False False 142,446
60 10,685 9,506 1,179 11.5% 197 1.9% 65% False False 103,532
80 11,144 9,506 1,638 15.9% 207 2.0% 47% False False 77,682
100 11,144 9,506 1,638 15.9% 181 1.8% 47% False False 62,153
120 11,144 9,506 1,638 15.9% 156 1.5% 47% False False 51,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,979
2.618 10,744
1.618 10,600
1.000 10,511
0.618 10,456
HIGH 10,367
0.618 10,312
0.500 10,295
0.382 10,278
LOW 10,223
0.618 10,134
1.000 10,079
1.618 9,990
2.618 9,846
4.250 9,611
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 10,295 10,444
PP 10,287 10,386
S1 10,279 10,329

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

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