mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 10,270 10,310 40 0.4% 10,137
High 10,319 10,445 126 1.2% 10,445
Low 10,231 10,285 54 0.5% 9,908
Close 10,309 10,436 127 1.2% 10,436
Range 88 160 72 81.8% 537
ATR 176 175 -1 -0.6% 0
Volume 112,005 128,020 16,015 14.3% 671,348
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,869 10,812 10,524
R3 10,709 10,652 10,480
R2 10,549 10,549 10,465
R1 10,492 10,492 10,451 10,521
PP 10,389 10,389 10,389 10,403
S1 10,332 10,332 10,421 10,361
S2 10,229 10,229 10,407
S3 10,069 10,172 10,392
S4 9,909 10,012 10,348
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,874 11,692 10,731
R3 11,337 11,155 10,584
R2 10,800 10,800 10,535
R1 10,618 10,618 10,485 10,709
PP 10,263 10,263 10,263 10,309
S1 10,081 10,081 10,387 10,172
S2 9,726 9,726 10,338
S3 9,189 9,544 10,288
S4 8,652 9,007 10,141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,445 9,908 537 5.1% 181 1.7% 98% True False 134,269
10 10,445 9,908 537 5.1% 179 1.7% 98% True False 139,821
20 10,682 9,908 774 7.4% 173 1.7% 68% False False 130,646
40 10,685 9,908 777 7.4% 169 1.6% 68% False False 132,264
60 10,685 9,506 1,179 11.3% 174 1.7% 79% False False 138,647
80 10,859 9,506 1,353 13.0% 194 1.9% 69% False False 104,321
100 11,144 9,506 1,638 15.7% 198 1.9% 57% False False 83,479
120 11,144 9,506 1,638 15.7% 177 1.7% 57% False False 69,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,125
2.618 10,864
1.618 10,704
1.000 10,605
0.618 10,544
HIGH 10,445
0.618 10,384
0.500 10,365
0.382 10,346
LOW 10,285
0.618 10,186
1.000 10,125
1.618 10,026
2.618 9,866
4.250 9,605
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 10,412 10,368
PP 10,389 10,300
S1 10,365 10,233

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

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