mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 10,050 10,143 93 0.9% 9,522
High 10,119 10,288 169 1.7% 10,083
Low 10,017 10,092 75 0.7% 9,452
Close 10,119 10,226 107 1.1% 10,071
Range 102 196 94 92.2% 631
ATR 170 172 2 1.1% 0
Volume 37 40 3 8.1% 265
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,790 10,704 10,334
R3 10,594 10,508 10,280
R2 10,398 10,398 10,262
R1 10,312 10,312 10,244 10,355
PP 10,202 10,202 10,202 10,224
S1 10,116 10,116 10,208 10,159
S2 10,006 10,006 10,190
S3 9,810 9,920 10,172
S4 9,614 9,724 10,118
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 10,288 9,557 731 7.1% 178 1.7% 92% True False 54
10 10,288 9,452 836 8.2% 208 2.0% 93% True False 95
20 10,466 9,452 1,014 9.9% 165 1.6% 76% False False 66
40 10,552 9,452 1,100 10.8% 117 1.1% 70% False False 35
60 11,033 9,452 1,581 15.5% 109 1.1% 49% False False 24
80 11,033 9,452 1,581 15.5% 88 0.9% 49% False False 18
100 11,033 9,452 1,581 15.5% 72 0.7% 49% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,121
2.618 10,801
1.618 10,605
1.000 10,484
0.618 10,409
HIGH 10,288
0.618 10,213
0.500 10,190
0.382 10,167
LOW 10,092
0.618 9,971
1.000 9,896
1.618 9,775
2.618 9,579
4.250 9,259
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 10,214 10,197
PP 10,202 10,169
S1 10,190 10,140

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

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