mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 10,538 10,532 -6 -0.1% 10,430
High 10,588 10,588 0 0.0% 10,484
Low 10,498 10,470 -28 -0.3% 10,297
Close 10,530 10,576 46 0.4% 10,459
Range 90 118 28 31.1% 187
ATR 151 149 -2 -1.6% 0
Volume 45,947 17,523 -28,424 -61.9% 375,081
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,899 10,855 10,641
R3 10,781 10,737 10,609
R2 10,663 10,663 10,598
R1 10,619 10,619 10,587 10,641
PP 10,545 10,545 10,545 10,556
S1 10,501 10,501 10,565 10,523
S2 10,427 10,427 10,554
S3 10,309 10,383 10,544
S4 10,191 10,265 10,511
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 10,369 219 2.1% 99 0.9% 95% True False 47,139
10 10,588 10,020 568 5.4% 128 1.2% 98% True False 87,483
20 10,588 9,908 680 6.4% 154 1.5% 98% True False 114,115
40 10,685 9,908 777 7.3% 157 1.5% 86% False False 120,788
60 10,685 9,506 1,179 11.1% 169 1.6% 91% False False 131,331
80 10,685 9,506 1,179 11.1% 181 1.7% 91% False False 110,306
100 11,144 9,506 1,638 15.5% 198 1.9% 65% False False 88,276
120 11,144 9,506 1,638 15.5% 179 1.7% 65% False False 73,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,090
2.618 10,897
1.618 10,779
1.000 10,706
0.618 10,661
HIGH 10,588
0.618 10,543
0.500 10,529
0.382 10,515
LOW 10,470
0.618 10,397
1.000 10,352
1.618 10,279
2.618 10,161
4.250 9,969
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 10,560 10,560
PP 10,545 10,545
S1 10,529 10,529

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

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