mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	10,034	10,270	236	2.4%	10,202
High	10,280	10,319	39	0.4%	10,286
Low	10,020	10,231	211	2.1%	9,914
Close	10,272	10,309	37	0.4%	10,141
Range	260	88	-172	-66.2%	372
ATR	183	176	-7	-3.7%	0
Volume	154,684	112,005	-42,679	-27.6%	726,867

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,550	10,518	10,358
R3	10,462	10,430	10,333
R2	10,374	10,374	10,325
R1	10,342	10,342	10,317	10,358
PP	10,286	10,286	10,286	10,295
S1	10,254	10,254	10,301	10,270
S2	10,198	10,198	10,293
S3	10,110	10,166	10,285
S4	10,022	10,078	10,261

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	10,319	9,908	411	4.0%	194	1.9%	98%	True	False	140,356
10	10,319	9,908	411	4.0%	177	1.7%	98%	True	False	139,157
20	10,685	9,908	777	7.5%	175	1.7%	52%	False	False	131,215
40	10,685	9,908	777	7.5%	168	1.6%	52%	False	False	132,649
60	10,685	9,506	1,179	11.4%	176	1.7%	68%	False	False	136,740
80	10,859	9,506	1,353	13.1%	195	1.9%	59%	False	False	102,722
100	11,144	9,506	1,638	15.9%	197	1.9%	49%	False	False	82,199
120	11,144	9,506	1,638	15.9%	176	1.7%	49%	False	False	68,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	46
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	10,693
2.618	10,550
1.618	10,462
1.000	10,407
0.618	10,374
HIGH	10,319
0.618	10,286
0.500	10,275
0.382	10,265
LOW	10,231
0.618	10,177
1.000	10,143
1.618	10,089
2.618	10,001
4.250	9,857

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	10,298	10,244
PP	10,286	10,179
S1	10,275	10,114

Download as Excel Spreadsheet

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

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