mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 10,012 10,050 38 0.4% 9,522
High 10,083 10,119 36 0.4% 10,083
Low 9,992 10,017 25 0.3% 9,452
Close 10,071 10,119 48 0.5% 10,071
Range 91 102 11 12.1% 631
ATR 175 170 -5 -3.0% 0
Volume 81 37 -44 -54.3% 265
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,391 10,357 10,175
R3 10,289 10,255 10,147
R2 10,187 10,187 10,138
R1 10,153 10,153 10,128 10,170
PP 10,085 10,085 10,085 10,094
S1 10,051 10,051 10,110 10,068
S2 9,983 9,983 10,100
S3 9,881 9,949 10,091
S4 9,779 9,847 10,063
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 10,119 9,452 667 6.6% 195 1.9% 100% True False 60
10 10,119 9,452 667 6.6% 198 2.0% 100% True False 95
20 10,466 9,452 1,014 10.0% 155 1.5% 66% False False 64
40 10,600 9,452 1,148 11.3% 117 1.2% 58% False False 34
60 11,033 9,452 1,581 15.6% 110 1.1% 42% False False 23
80 11,033 9,452 1,581 15.6% 86 0.8% 42% False False 18
100 11,033 9,452 1,581 15.6% 71 0.7% 42% False False 16
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 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,553
2.618 10,386
1.618 10,284
1.000 10,221
0.618 10,182
HIGH 10,119
0.618 10,080
0.500 10,068
0.382 10,056
LOW 10,017
0.618 9,954
1.000 9,915
1.618 9,852
2.618 9,750
4.250 9,584
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 10,102 10,082
PP 10,085 10,044
S1 10,068 10,007

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

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