mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 10,361 10,359 -2 0.0% 10,616
High 10,455 10,425 -30 -0.3% 10,682
Low 10,309 10,196 -113 -1.1% 10,222
Close 10,352 10,235 -117 -1.1% 10,266
Range 146 229 83 56.8% 460
ATR 167 172 4 2.6% 0
Volume 132,935 149,666 16,731 12.6% 584,976
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,972 10,833 10,361
R3 10,743 10,604 10,298
R2 10,514 10,514 10,277
R1 10,375 10,375 10,256 10,330
PP 10,285 10,285 10,285 10,263
S1 10,146 10,146 10,214 10,101
S2 10,056 10,056 10,193
S3 9,827 9,917 10,172
S4 9,598 9,688 10,109
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% 169 1.6% 20% False False 122,701
10 10,685 10,181 504 4.9% 174 1.7% 11% False False 123,273
20 10,685 10,181 504 4.9% 154 1.5% 11% False False 124,940
40 10,685 9,506 1,179 11.5% 177 1.7% 62% False False 139,479
60 10,685 9,506 1,179 11.5% 189 1.8% 62% False False 113,732
80 11,096 9,506 1,590 15.5% 210 2.0% 46% False False 85,347
100 11,144 9,506 1,638 16.0% 187 1.8% 45% False False 68,287
120 11,144 9,506 1,638 16.0% 162 1.6% 45% False False 56,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,398
2.618 11,025
1.618 10,796
1.000 10,654
0.618 10,567
HIGH 10,425
0.618 10,338
0.500 10,311
0.382 10,284
LOW 10,196
0.618 10,055
1.000 9,967
1.618 9,826
2.618 9,597
4.250 9,223
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 10,311 10,326
PP 10,285 10,296
S1 10,260 10,265

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

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