mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 10,249 9,992 -257 -2.5% 10,050
High 10,253 10,069 -184 -1.8% 10,299
Low 9,965 9,958 -7 -0.1% 9,965
Close 9,996 9,997 1 0.0% 9,996
Range 288 111 -177 -61.5% 334
ATR 176 172 -5 -2.6% 0
Volume 127 82 -45 -35.4% 263
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,341 10,280 10,058
R3 10,230 10,169 10,028
R2 10,119 10,119 10,017
R1 10,058 10,058 10,007 10,089
PP 10,008 10,008 10,008 10,023
S1 9,947 9,947 9,987 9,978
S2 9,897 9,897 9,977
S3 9,786 9,836 9,967
S4 9,675 9,725 9,936
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,089 10,876 10,180
R3 10,755 10,542 10,088
R2 10,421 10,421 10,057
R1 10,208 10,208 10,027 10,148
PP 10,087 10,087 10,087 10,056
S1 9,874 9,874 9,966 9,814
S2 9,753 9,753 9,935
S3 9,419 9,540 9,904
S4 9,085 9,206 9,812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,299 9,958 341 3.4% 176 1.8% 11% False True 61
10 10,299 9,452 847 8.5% 185 1.9% 64% False False 61
20 10,466 9,452 1,014 10.1% 186 1.9% 54% False False 78
40 10,466 9,452 1,014 10.1% 123 1.2% 54% False False 41
60 11,033 9,452 1,581 15.8% 118 1.2% 34% False False 28
80 11,033 9,452 1,581 15.8% 95 0.9% 34% False False 21
100 11,033 9,452 1,581 15.8% 79 0.8% 34% False False 18
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 33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,541
2.618 10,360
1.618 10,249
1.000 10,180
0.618 10,138
HIGH 10,069
0.618 10,027
0.500 10,014
0.382 10,001
LOW 9,958
0.618 9,890
1.000 9,847
1.618 9,779
2.618 9,668
4.250 9,486
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 10,014 10,129
PP 10,008 10,085
S1 10,003 10,041

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

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