mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 9,910 10,012 102 1.0% 9,522
High 10,035 10,083 48 0.5% 10,083
Low 9,895 9,992 97 1.0% 9,452
Close 10,029 10,071 42 0.4% 10,071
Range 140 91 -49 -35.0% 631
ATR 181 175 -6 -3.6% 0
Volume 78 81 3 3.8% 265
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,322 10,287 10,121
R3 10,231 10,196 10,096
R2 10,140 10,140 10,088
R1 10,105 10,105 10,079 10,123
PP 10,049 10,049 10,049 10,057
S1 10,014 10,014 10,063 10,032
S2 9,958 9,958 10,054
S3 9,867 9,923 10,046
S4 9,776 9,832 10,021
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,762 11,547 10,418
R3 11,131 10,916 10,245
R2 10,500 10,500 10,187
R1 10,285 10,285 10,129 10,393
PP 9,869 9,869 9,869 9,922
S1 9,654 9,654 10,013 9,762
S2 9,238 9,238 9,955
S3 8,607 9,023 9,898
S4 7,976 8,392 9,724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,083 9,452 631 6.3% 213 2.1% 98% True False 81
10 10,085 9,452 633 6.3% 200 2.0% 98% False False 101
20 10,466 9,452 1,014 10.1% 152 1.5% 61% False False 62
40 10,654 9,452 1,202 11.9% 115 1.1% 51% False False 33
60 11,033 9,452 1,581 15.7% 108 1.1% 39% False False 23
80 11,033 9,452 1,581 15.7% 84 0.8% 39% False False 17
100 11,033 9,452 1,581 15.7% 69 0.7% 39% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 42
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 10,470
2.618 10,321
1.618 10,230
1.000 10,174
0.618 10,139
HIGH 10,083
0.618 10,048
0.500 10,038
0.382 10,027
LOW 9,992
0.618 9,936
1.000 9,901
1.618 9,845
2.618 9,754
4.250 9,605
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 10,060 9,987
PP 10,049 9,904
S1 10,038 9,820

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

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