mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 10,271 10,272 1 0.0% 10,616
High 10,357 10,312 -45 -0.4% 10,682
Low 10,222 10,181 -41 -0.4% 10,222
Close 10,266 10,273 7 0.1% 10,266
Range 135 131 -4 -3.0% 460
ATR 169 166 -3 -1.6% 0
Volume 105,146 108,316 3,170 3.0% 584,976
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,648 10,592 10,345
R3 10,517 10,461 10,309
R2 10,386 10,386 10,297
R1 10,330 10,330 10,285 10,358
PP 10,255 10,255 10,255 10,270
S1 10,199 10,199 10,261 10,227
S2 10,124 10,124 10,249
S3 9,993 10,068 10,237
S4 9,862 9,937 10,201
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 10,665 10,181 484 4.7% 171 1.7% 19% False True 124,657
10 10,685 10,181 504 4.9% 144 1.4% 18% False True 112,292
20 10,685 9,946 739 7.2% 162 1.6% 44% False False 128,049
40 10,685 9,506 1,179 11.5% 177 1.7% 65% False False 139,884
60 10,685 9,506 1,179 11.5% 191 1.9% 65% False False 107,085
80 11,144 9,506 1,638 15.9% 208 2.0% 47% False False 80,348
100 11,144 9,506 1,638 15.9% 182 1.8% 47% False False 64,288
120 11,144 9,506 1,638 15.9% 157 1.5% 47% False False 53,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,869
2.618 10,655
1.618 10,524
1.000 10,443
0.618 10,393
HIGH 10,312
0.618 10,262
0.500 10,247
0.382 10,231
LOW 10,181
0.618 10,100
1.000 10,050
1.618 9,969
2.618 9,838
4.250 9,624
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 10,264 10,274
PP 10,255 10,274
S1 10,247 10,273

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

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