mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 10,150 10,023 -127 -1.3% 10,272
High 10,161 10,078 -83 -0.8% 10,456
Low 9,970 9,914 -56 -0.6% 10,127
Close 10,023 10,047 24 0.2% 10,202
Range 191 164 -27 -14.1% 329
ATR 169 169 0 -0.2% 0
Volume 161,421 146,529 -14,892 -9.2% 629,737
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,505 10,440 10,137
R3 10,341 10,276 10,092
R2 10,177 10,177 10,077
R1 10,112 10,112 10,062 10,145
PP 10,013 10,013 10,013 10,029
S1 9,948 9,948 10,032 9,981
S2 9,849 9,849 10,017
S3 9,685 9,784 10,002
S4 9,521 9,620 9,957
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 10,425 9,914 511 5.1% 175 1.7% 26% False True 138,674
10 10,456 9,914 542 5.4% 163 1.6% 25% False True 129,046
20 10,685 9,914 771 7.7% 162 1.6% 17% False True 124,661
40 10,685 9,506 1,179 11.7% 174 1.7% 46% False False 138,065
60 10,685 9,506 1,179 11.7% 182 1.8% 46% False False 122,753
80 11,053 9,506 1,547 15.4% 210 2.1% 35% False False 92,140
100 11,144 9,506 1,638 16.3% 191 1.9% 33% False False 73,723
120 11,144 9,506 1,638 16.3% 167 1.7% 33% False False 61,439
Crabel Price Patterns
NR True
NR4 False
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,775
2.618 10,507
1.618 10,343
1.000 10,242
0.618 10,179
HIGH 10,078
0.618 10,015
0.500 9,996
0.382 9,977
LOW 9,914
0.618 9,813
1.000 9,750
1.618 9,649
2.618 9,485
4.250 9,217
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 10,030 10,100
PP 10,013 10,082
S1 9,996 10,065

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

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