mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 9,990 10,131 141 1.4% 10,050
High 10,119 10,162 43 0.4% 10,299
Low 9,887 9,952 65 0.7% 9,965
Close 10,115 9,995 -120 -1.2% 9,996
Range 232 210 -22 -9.5% 334
ATR 176 178 2 1.4% 0
Volume 120 67 -53 -44.2% 263
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,666 10,541 10,111
R3 10,456 10,331 10,053
R2 10,246 10,246 10,034
R1 10,121 10,121 10,014 10,079
PP 10,036 10,036 10,036 10,015
S1 9,911 9,911 9,976 9,869
S2 9,826 9,826 9,957
S3 9,616 9,701 9,937
S4 9,406 9,491 9,880
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% 204 2.0% 26% False False 86
10 10,299 9,887 412 4.1% 165 1.7% 26% False False 69
20 10,299 9,452 847 8.5% 188 1.9% 64% False False 85
40 10,466 9,452 1,014 10.1% 129 1.3% 54% False False 46
60 11,033 9,452 1,581 15.8% 125 1.3% 34% False False 31
80 11,033 9,452 1,581 15.8% 100 1.0% 34% False False 24
100 11,033 9,452 1,581 15.8% 82 0.8% 34% False False 20
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 True
Stretch 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,055
2.618 10,712
1.618 10,502
1.000 10,372
0.618 10,292
HIGH 10,162
0.618 10,082
0.500 10,057
0.382 10,032
LOW 9,952
0.618 9,822
1.000 9,742
1.618 9,612
2.618 9,402
4.250 9,060
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 10,057 10,025
PP 10,036 10,015
S1 10,016 10,005

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

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