mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 10,390 10,401 11 0.1% 10,430
High 10,484 10,463 -21 -0.2% 10,484
Low 10,369 10,387 18 0.2% 10,297
Close 10,404 10,459 55 0.5% 10,459
Range 115 76 -39 -33.9% 187
ATR 166 159 -6 -3.9% 0
Volume 86,316 44,343 -41,973 -48.6% 375,081
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,664 10,638 10,501
R3 10,588 10,562 10,480
R2 10,512 10,512 10,473
R1 10,486 10,486 10,466 10,499
PP 10,436 10,436 10,436 10,443
S1 10,410 10,410 10,452 10,423
S2 10,360 10,360 10,445
S3 10,284 10,334 10,438
S4 10,208 10,258 10,417
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,974 10,904 10,562
R3 10,787 10,717 10,511
R2 10,600 10,600 10,493
R1 10,530 10,530 10,476 10,565
PP 10,413 10,413 10,413 10,431
S1 10,343 10,343 10,442 10,378
S2 10,226 10,226 10,425
S3 10,039 10,156 10,408
S4 9,852 9,969 10,356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,484 10,285 199 1.9% 125 1.2% 87% False False 100,620
10 10,484 9,908 576 5.5% 160 1.5% 96% False False 120,488
20 10,484 9,908 576 5.5% 162 1.5% 96% False False 125,408
40 10,685 9,908 777 7.4% 166 1.6% 71% False False 129,707
60 10,685 9,506 1,179 11.3% 172 1.6% 81% False False 136,767
80 10,685 9,506 1,179 11.3% 188 1.8% 81% False False 109,001
100 11,144 9,506 1,638 15.7% 198 1.9% 58% False False 87,228
120 11,144 9,506 1,638 15.7% 178 1.7% 58% False False 72,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 10,786
2.618 10,662
1.618 10,586
1.000 10,539
0.618 10,510
HIGH 10,463
0.618 10,434
0.500 10,425
0.382 10,416
LOW 10,387
0.618 10,340
1.000 10,311
1.618 10,264
2.618 10,188
4.250 10,064
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 10,448 10,436
PP 10,436 10,413
S1 10,425 10,391

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

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