mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 10,023 10,049 26 0.3% 10,272
High 10,078 10,106 28 0.3% 10,456
Low 9,914 9,947 33 0.3% 10,127
Close 10,047 9,967 -80 -0.8% 10,202
Range 164 159 -5 -3.0% 329
ATR 169 168 -1 -0.4% 0
Volume 146,529 146,083 -446 -0.3% 629,737
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,484 10,384 10,055
R3 10,325 10,225 10,011
R2 10,166 10,166 9,996
R1 10,066 10,066 9,982 10,037
PP 10,007 10,007 10,007 9,992
S1 9,907 9,907 9,953 9,878
S2 9,848 9,848 9,938
S3 9,689 9,748 9,923
S4 9,530 9,589 9,880
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 10,286 9,914 372 3.7% 161 1.6% 14% False False 137,958
10 10,456 9,914 542 5.4% 165 1.7% 10% False False 130,329
20 10,685 9,914 771 7.7% 160 1.6% 7% False False 126,166
40 10,685 9,506 1,179 11.8% 173 1.7% 39% False False 136,687
60 10,685 9,506 1,179 11.8% 180 1.8% 39% False False 125,178
80 10,859 9,506 1,353 13.6% 208 2.1% 34% False False 93,965
100 11,144 9,506 1,638 16.4% 192 1.9% 28% False False 75,184
120 11,144 9,506 1,638 16.4% 169 1.7% 28% False False 62,656
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 45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,782
2.618 10,522
1.618 10,363
1.000 10,265
0.618 10,204
HIGH 10,106
0.618 10,045
0.500 10,027
0.382 10,008
LOW 9,947
0.618 9,849
1.000 9,788
1.618 9,690
2.618 9,531
4.250 9,271
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 10,027 10,038
PP 10,007 10,014
S1 9,987 9,991

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

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