mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 10,137 9,983 -154 -1.5% 10,202
High 10,212 10,066 -146 -1.4% 10,286
Low 9,975 9,908 -67 -0.7% 9,914
Close 9,979 10,006 27 0.3% 10,141
Range 237 158 -79 -33.3% 372
ATR 177 176 -1 -0.8% 0
Volume 114,020 162,619 48,599 42.6% 726,867
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,467 10,395 10,093
R3 10,309 10,237 10,050
R2 10,151 10,151 10,035
R1 10,079 10,079 10,021 10,115
PP 9,993 9,993 9,993 10,012
S1 9,921 9,921 9,992 9,957
S2 9,835 9,835 9,977
S3 9,677 9,763 9,963
S4 9,519 9,605 9,919
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 9,908 304 3.0% 189 1.9% 32% False True 145,540
10 10,455 9,908 547 5.5% 180 1.8% 18% False True 140,748
20 10,685 9,908 777 7.8% 168 1.7% 13% False True 127,329
40 10,685 9,613 1,072 10.7% 172 1.7% 37% False False 134,081
60 10,685 9,506 1,179 11.8% 178 1.8% 42% False False 132,390
80 10,859 9,506 1,353 13.5% 197 2.0% 37% False False 99,396
100 11,144 9,506 1,638 16.4% 195 1.9% 31% False False 79,533
120 11,144 9,506 1,638 16.4% 173 1.7% 31% False False 66,281
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 False
Bear Hook False
Bull Hook False
Stretch 53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,738
2.618 10,480
1.618 10,322
1.000 10,224
0.618 10,164
HIGH 10,066
0.618 10,006
0.500 9,987
0.382 9,968
LOW 9,908
0.618 9,810
1.000 9,750
1.618 9,652
2.618 9,494
4.250 9,237
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 10,000 10,060
PP 9,993 10,042
S1 9,987 10,024

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

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