mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 10,232 10,202 -30 -0.3% 10,272
High 10,272 10,286 14 0.1% 10,456
Low 10,127 10,143 16 0.2% 10,127
Close 10,202 10,157 -45 -0.4% 10,202
Range 145 143 -2 -1.4% 329
ATR 170 168 -2 -1.1% 0
Volume 121,377 114,381 -6,996 -5.8% 629,737
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,624 10,534 10,236
R3 10,481 10,391 10,196
R2 10,338 10,338 10,183
R1 10,248 10,248 10,170 10,222
PP 10,195 10,195 10,195 10,182
S1 10,105 10,105 10,144 10,079
S2 10,052 10,052 10,131
S3 9,909 9,962 10,118
S4 9,766 9,819 10,078
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% 173 1.7% 9% False False 127,160
10 10,665 10,127 538 5.3% 172 1.7% 6% False False 125,909
20 10,685 10,127 558 5.5% 155 1.5% 5% False False 121,480
40 10,685 9,506 1,179 11.6% 177 1.7% 55% False False 137,239
60 10,685 9,506 1,179 11.6% 183 1.8% 55% False False 117,640
80 11,096 9,506 1,590 15.7% 210 2.1% 41% False False 88,292
100 11,144 9,506 1,638 16.1% 188 1.8% 40% False False 70,644
120 11,144 9,506 1,638 16.1% 164 1.6% 40% False False 58,872
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 True
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,894
2.618 10,660
1.618 10,517
1.000 10,429
0.618 10,374
HIGH 10,286
0.618 10,231
0.500 10,215
0.382 10,198
LOW 10,143
0.618 10,055
1.000 10,000
1.618 9,912
2.618 9,769
4.250 9,535
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 10,215 10,276
PP 10,195 10,236
S1 10,176 10,197

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

View Archives - Comment on this page... - Back to Index of Symbols