mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 10,337 10,271 -66 -0.6% 10,616
High 10,367 10,357 -10 -0.1% 10,682
Low 10,223 10,222 -1 0.0% 10,222
Close 10,271 10,266 -5 0.0% 10,266
Range 144 135 -9 -6.3% 460
ATR 172 169 -3 -1.5% 0
Volume 133,247 105,146 -28,101 -21.1% 584,976
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,687 10,611 10,340
R3 10,552 10,476 10,303
R2 10,417 10,417 10,291
R1 10,341 10,341 10,279 10,312
PP 10,282 10,282 10,282 10,267
S1 10,206 10,206 10,254 10,177
S2 10,147 10,147 10,241
S3 10,012 10,071 10,229
S4 9,877 9,936 10,192
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,770 11,478 10,519
R3 11,310 11,018 10,393
R2 10,850 10,850 10,350
R1 10,558 10,558 10,308 10,474
PP 10,390 10,390 10,390 10,348
S1 10,098 10,098 10,224 10,014
S2 9,930 9,930 10,182
S3 9,470 9,638 10,140
S4 9,010 9,178 10,013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,682 10,222 460 4.5% 163 1.6% 10% False True 116,995
10 10,685 10,222 463 4.5% 151 1.5% 10% False True 116,570
20 10,685 9,946 739 7.2% 161 1.6% 43% False False 131,034
40 10,685 9,506 1,179 11.5% 176 1.7% 64% False False 141,378
60 10,685 9,506 1,179 11.5% 196 1.9% 64% False False 105,283
80 11,144 9,506 1,638 16.0% 208 2.0% 46% False False 78,995
100 11,144 9,506 1,638 16.0% 182 1.8% 46% False False 63,205
120 11,144 9,506 1,638 16.0% 157 1.5% 46% False False 52,672
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 10,931
2.618 10,711
1.618 10,576
1.000 10,492
0.618 10,441
HIGH 10,357
0.618 10,306
0.500 10,290
0.382 10,274
LOW 10,222
0.618 10,139
1.000 10,087
1.618 10,004
2.618 9,869
4.250 9,648
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 10,290 10,423
PP 10,282 10,371
S1 10,274 10,318

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

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