mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 10,143 10,294 151 1.5% 9,522
High 10,288 10,294 6 0.1% 10,083
Low 10,092 10,187 95 0.9% 9,452
Close 10,226 10,244 18 0.2% 10,071
Range 196 107 -89 -45.4% 631
ATR 172 167 -5 -2.7% 0
Volume 40 22 -18 -45.0% 265
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,563 10,510 10,303
R3 10,456 10,403 10,274
R2 10,349 10,349 10,264
R1 10,296 10,296 10,254 10,269
PP 10,242 10,242 10,242 10,228
S1 10,189 10,189 10,234 10,162
S2 10,135 10,135 10,225
S3 10,028 10,082 10,215
S4 9,921 9,975 10,185
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 10,294 9,895 399 3.9% 127 1.2% 87% True False 51
10 10,294 9,452 842 8.2% 182 1.8% 94% True False 88
20 10,466 9,452 1,014 9.9% 166 1.6% 78% False False 67
40 10,552 9,452 1,100 10.7% 117 1.1% 72% False False 36
60 11,033 9,452 1,581 15.4% 111 1.1% 50% False False 24
80 11,033 9,452 1,581 15.4% 89 0.9% 50% False False 18
100 11,033 9,452 1,581 15.4% 74 0.7% 50% False False 16
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,749
2.618 10,574
1.618 10,467
1.000 10,401
0.618 10,360
HIGH 10,294
0.618 10,253
0.500 10,241
0.382 10,228
LOW 10,187
0.618 10,121
1.000 10,080
1.618 10,014
2.618 9,907
4.250 9,732
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 10,243 10,215
PP 10,242 10,185
S1 10,241 10,156

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

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