mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 10,401 10,476 75 0.7% 10,430
High 10,463 10,569 106 1.0% 10,484
Low 10,387 10,476 89 0.9% 10,297
Close 10,459 10,538 79 0.8% 10,459
Range 76 93 17 22.4% 187
ATR 159 156 -4 -2.2% 0
Volume 44,343 41,570 -2,773 -6.3% 375,081
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,807 10,765 10,589
R3 10,714 10,672 10,564
R2 10,621 10,621 10,555
R1 10,579 10,579 10,547 10,600
PP 10,528 10,528 10,528 10,538
S1 10,486 10,486 10,530 10,507
S2 10,435 10,435 10,521
S3 10,342 10,393 10,513
S4 10,249 10,300 10,487
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 10,569 10,297 272 2.6% 112 1.1% 89% True False 83,330
10 10,569 9,908 661 6.3% 146 1.4% 95% True False 108,799
20 10,569 9,908 661 6.3% 160 1.5% 95% True False 122,230
40 10,685 9,908 777 7.4% 161 1.5% 81% False False 126,632
60 10,685 9,506 1,179 11.2% 171 1.6% 88% False False 134,995
80 10,685 9,506 1,179 11.2% 187 1.8% 88% False False 109,519
100 11,144 9,506 1,638 15.5% 198 1.9% 63% False False 87,642
120 11,144 9,506 1,638 15.5% 178 1.7% 63% False False 73,042
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,964
2.618 10,813
1.618 10,720
1.000 10,662
0.618 10,627
HIGH 10,569
0.618 10,534
0.500 10,523
0.382 10,512
LOW 10,476
0.618 10,419
1.000 10,383
1.618 10,326
2.618 10,233
4.250 10,081
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 10,533 10,515
PP 10,528 10,492
S1 10,523 10,469

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

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