mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 10,276 10,361 85 0.8% 10,616
High 10,456 10,455 -1 0.0% 10,682
Low 10,254 10,309 55 0.5% 10,222
Close 10,358 10,352 -6 -0.1% 10,266
Range 202 146 -56 -27.7% 460
ATR 169 167 -2 -1.0% 0
Volume 117,443 132,935 15,492 13.2% 584,976
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,810 10,727 10,432
R3 10,664 10,581 10,392
R2 10,518 10,518 10,379
R1 10,435 10,435 10,366 10,404
PP 10,372 10,372 10,372 10,356
S1 10,289 10,289 10,339 10,258
S2 10,226 10,226 10,325
S3 10,080 10,143 10,312
S4 9,934 9,997 10,272
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 10,456 10,181 275 2.7% 152 1.5% 62% False False 119,417
10 10,685 10,181 504 4.9% 160 1.5% 34% False False 116,637
20 10,685 10,035 650 6.3% 157 1.5% 49% False False 126,055
40 10,685 9,506 1,179 11.4% 175 1.7% 72% False False 139,718
60 10,685 9,506 1,179 11.4% 190 1.8% 72% False False 111,241
80 11,105 9,506 1,599 15.4% 210 2.0% 53% False False 83,476
100 11,144 9,506 1,638 15.8% 185 1.8% 52% False False 66,791
120 11,144 9,506 1,638 15.8% 160 1.5% 52% False False 55,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,076
2.618 10,837
1.618 10,691
1.000 10,601
0.618 10,545
HIGH 10,455
0.618 10,399
0.500 10,382
0.382 10,365
LOW 10,309
0.618 10,219
1.000 10,163
1.618 10,073
2.618 9,927
4.250 9,689
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 10,382 10,341
PP 10,372 10,330
S1 10,362 10,319

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

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