mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	9,992	9,990	-2	0.0%	10,050
High	10,069	10,119	50	0.5%	10,299
Low	9,958	9,887	-71	-0.7%	9,965
Close	9,997	10,115	118	1.2%	9,996
Range	111	232	121	109.0%	334
ATR	172	176	4	2.5%	0
Volume	82	120	38	46.3%	263

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,736	10,658	10,243
R3	10,504	10,426	10,179
R2	10,272	10,272	10,158
R1	10,194	10,194	10,136	10,233
PP	10,040	10,040	10,040	10,060
S1	9,962	9,962	10,094	10,001
S2	9,808	9,808	10,073
S3	9,576	9,730	10,051
S4	9,344	9,498	9,988

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	9,887	412	4.1%	183	1.8%	55%	False	True	77
10	10,299	9,557	742	7.3%	180	1.8%	75%	False	False	65
20	10,392	9,452	940	9.3%	188	1.9%	71%	False	False	84
40	10,466	9,452	1,014	10.0%	124	1.2%	65%	False	False	44
60	11,033	9,452	1,581	15.6%	122	1.2%	42%	False	False	30
80	11,033	9,452	1,581	15.6%	98	1.0%	42%	False	False	23
100	11,033	9,452	1,581	15.6%	80	0.8%	42%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,105
2.618	10,727
1.618	10,495
1.000	10,351
0.618	10,263
HIGH	10,119
0.618	10,031
0.500	10,003
0.382	9,976
LOW	9,887
0.618	9,744
1.000	9,655
1.618	9,512
2.618	9,280
4.250	8,901

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	10,078	10,100
PP	10,040	10,085
S1	10,003	10,070

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols