mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 10,476 10,538 62 0.6% 10,430
High 10,569 10,588 19 0.2% 10,484
Low 10,476 10,498 22 0.2% 10,297
Close 10,538 10,530 -8 -0.1% 10,459
Range 93 90 -3 -3.2% 187
ATR 156 151 -5 -3.0% 0
Volume 41,570 45,947 4,377 10.5% 375,081
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,809 10,759 10,580
R3 10,719 10,669 10,555
R2 10,629 10,629 10,547
R1 10,579 10,579 10,538 10,559
PP 10,539 10,539 10,539 10,529
S1 10,489 10,489 10,522 10,469
S2 10,449 10,449 10,514
S3 10,359 10,399 10,505
S4 10,269 10,309 10,481
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 10,588 10,297 291 2.8% 100 0.9% 80% True False 66,915
10 10,588 9,908 680 6.5% 132 1.2% 91% True False 101,992
20 10,588 9,908 680 6.5% 158 1.5% 91% True False 119,111
40 10,685 9,908 777 7.4% 160 1.5% 80% False False 123,580
60 10,685 9,506 1,179 11.2% 171 1.6% 87% False False 132,959
80 10,685 9,506 1,179 11.2% 183 1.7% 87% False False 110,091
100 11,144 9,506 1,638 15.6% 198 1.9% 63% False False 88,101
120 11,144 9,506 1,638 15.6% 178 1.7% 63% False False 73,425
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,971
2.618 10,824
1.618 10,734
1.000 10,678
0.618 10,644
HIGH 10,588
0.618 10,554
0.500 10,543
0.382 10,533
LOW 10,498
0.618 10,443
1.000 10,408
1.618 10,353
2.618 10,263
4.250 10,116
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 10,543 10,516
PP 10,539 10,502
S1 10,534 10,488

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

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