mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 10,359 10,232 -127 -1.2% 10,272
High 10,425 10,272 -153 -1.5% 10,456
Low 10,196 10,127 -69 -0.7% 10,127
Close 10,235 10,202 -33 -0.3% 10,202
Range 229 145 -84 -36.7% 329
ATR 172 170 -2 -1.1% 0
Volume 149,666 121,377 -28,289 -18.9% 629,737
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,635 10,564 10,282
R3 10,490 10,419 10,242
R2 10,345 10,345 10,229
R1 10,274 10,274 10,215 10,237
PP 10,200 10,200 10,200 10,182
S1 10,129 10,129 10,189 10,092
S2 10,055 10,055 10,176
S3 9,910 9,984 10,162
S4 9,765 9,839 10,122
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,249 11,054 10,383
R3 10,920 10,725 10,293
R2 10,591 10,591 10,262
R1 10,396 10,396 10,232 10,329
PP 10,262 10,262 10,262 10,228
S1 10,067 10,067 10,172 10,000
S2 9,933 9,933 10,142
S3 9,604 9,738 10,112
S4 9,275 9,409 10,021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,456 10,127 329 3.2% 171 1.7% 23% False True 125,947
10 10,682 10,127 555 5.4% 167 1.6% 14% False True 121,471
20 10,685 10,127 558 5.5% 153 1.5% 13% False True 123,296
40 10,685 9,506 1,179 11.6% 176 1.7% 59% False False 138,639
60 10,685 9,506 1,179 11.6% 187 1.8% 59% False False 115,746
80 11,096 9,506 1,590 15.6% 210 2.1% 44% False False 86,863
100 11,144 9,506 1,638 16.1% 187 1.8% 42% False False 69,501
120 11,144 9,506 1,638 16.1% 163 1.6% 42% False False 57,919
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 34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,888
2.618 10,652
1.618 10,507
1.000 10,417
0.618 10,362
HIGH 10,272
0.618 10,217
0.500 10,200
0.382 10,183
LOW 10,127
0.618 10,038
1.000 9,982
1.618 9,893
2.618 9,748
4.250 9,511
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 10,201 10,291
PP 10,200 10,261
S1 10,200 10,232

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

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