mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 10,272 10,276 4 0.0% 10,616
High 10,312 10,456 144 1.4% 10,682
Low 10,181 10,254 73 0.7% 10,222
Close 10,273 10,358 85 0.8% 10,266
Range 131 202 71 54.2% 460
ATR 166 169 3 1.5% 0
Volume 108,316 117,443 9,127 8.4% 584,976
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,962 10,862 10,469
R3 10,760 10,660 10,414
R2 10,558 10,558 10,395
R1 10,458 10,458 10,377 10,508
PP 10,356 10,356 10,356 10,381
S1 10,256 10,256 10,340 10,306
S2 10,154 10,154 10,321
S3 9,952 10,054 10,303
S4 9,750 9,852 10,247
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 10,624 10,181 443 4.3% 181 1.7% 40% False False 122,589
10 10,685 10,181 504 4.9% 157 1.5% 35% False False 113,911
20 10,685 10,013 672 6.5% 160 1.5% 51% False False 127,461
40 10,685 9,506 1,179 11.4% 177 1.7% 72% False False 139,939
60 10,685 9,506 1,179 11.4% 190 1.8% 72% False False 109,036
80 11,144 9,506 1,638 15.8% 209 2.0% 52% False False 81,816
100 11,144 9,506 1,638 15.8% 184 1.8% 52% False False 65,462
120 11,144 9,506 1,638 15.8% 159 1.5% 52% False False 54,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,315
2.618 10,985
1.618 10,783
1.000 10,658
0.618 10,581
HIGH 10,456
0.618 10,379
0.500 10,355
0.382 10,331
LOW 10,254
0.618 10,129
1.000 10,052
1.618 9,927
2.618 9,725
4.250 9,396
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 10,357 10,345
PP 10,356 10,332
S1 10,355 10,319

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

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