mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 9,957 10,137 180 1.8% 10,202
High 10,146 10,212 66 0.7% 10,286
Low 9,920 9,975 55 0.6% 9,914
Close 10,141 9,979 -162 -1.6% 10,141
Range 226 237 11 4.9% 372
ATR 172 177 5 2.7% 0
Volume 158,453 114,020 -44,433 -28.0% 726,867
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,766 10,610 10,109
R3 10,529 10,373 10,044
R2 10,292 10,292 10,023
R1 10,136 10,136 10,001 10,096
PP 10,055 10,055 10,055 10,035
S1 9,899 9,899 9,957 9,859
S2 9,818 9,818 9,936
S3 9,581 9,662 9,914
S4 9,344 9,425 9,849
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,230 11,057 10,346
R3 10,858 10,685 10,243
R2 10,486 10,486 10,209
R1 10,313 10,313 10,175 10,214
PP 10,114 10,114 10,114 10,064
S1 9,941 9,941 10,107 9,842
S2 9,742 9,742 10,073
S3 9,370 9,569 10,039
S4 8,998 9,197 9,937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,212 9,914 298 3.0% 196 2.0% 22% True False 145,301
10 10,456 9,914 542 5.4% 184 1.8% 12% False False 136,230
20 10,685 9,914 771 7.7% 164 1.6% 8% False False 124,261
40 10,685 9,506 1,179 11.8% 175 1.8% 40% False False 133,838
60 10,685 9,506 1,179 11.8% 179 1.8% 40% False False 129,700
80 10,859 9,506 1,353 13.6% 200 2.0% 35% False False 97,368
100 11,144 9,506 1,638 16.4% 194 1.9% 29% False False 77,907
120 11,144 9,506 1,638 16.4% 172 1.7% 29% False False 64,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,219
2.618 10,833
1.618 10,596
1.000 10,449
0.618 10,359
HIGH 10,212
0.618 10,122
0.500 10,094
0.382 10,066
LOW 9,975
0.618 9,829
1.000 9,738
1.618 9,592
2.618 9,355
4.250 8,968
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 10,094 10,066
PP 10,055 10,037
S1 10,017 10,008

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

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