mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 10,334 10,390 56 0.5% 10,137
High 10,421 10,484 63 0.6% 10,445
Low 10,297 10,369 72 0.7% 9,908
Close 10,392 10,404 12 0.1% 10,436
Range 124 115 -9 -7.3% 537
ATR 170 166 -4 -2.3% 0
Volume 116,402 86,316 -30,086 -25.8% 671,348
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,764 10,699 10,467
R3 10,649 10,584 10,436
R2 10,534 10,534 10,425
R1 10,469 10,469 10,415 10,502
PP 10,419 10,419 10,419 10,435
S1 10,354 10,354 10,394 10,387
S2 10,304 10,304 10,383
S3 10,189 10,239 10,373
S4 10,074 10,124 10,341
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 10,484 10,231 253 2.4% 128 1.2% 68% True False 114,152
10 10,484 9,908 576 5.5% 168 1.6% 86% True False 130,662
20 10,484 9,908 576 5.5% 165 1.6% 86% True False 129,854
40 10,685 9,908 777 7.5% 168 1.6% 64% False False 131,947
60 10,685 9,506 1,179 11.3% 172 1.7% 76% False False 138,567
80 10,685 9,506 1,179 11.3% 190 1.8% 76% False False 108,449
100 11,144 9,506 1,638 15.7% 198 1.9% 55% False False 86,785
120 11,144 9,506 1,638 15.7% 178 1.7% 55% False False 72,327
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,973
2.618 10,785
1.618 10,670
1.000 10,599
0.618 10,555
HIGH 10,484
0.618 10,440
0.500 10,427
0.382 10,413
LOW 10,369
0.618 10,298
1.000 10,254
1.618 10,183
2.618 10,068
4.250 9,880
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 10,427 10,400
PP 10,419 10,395
S1 10,412 10,391

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

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