mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 10,000 10,217 217 2.2% 9,992
High 10,250 10,329 79 0.8% 10,329
Low 9,973 10,174 201 2.0% 9,887
Close 10,203 10,323 120 1.2% 10,323
Range 277 155 -122 -44.0% 442
ATR 185 183 -2 -1.2% 0
Volume 78 99 21 26.9% 446
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,740 10,687 10,408
R3 10,585 10,532 10,366
R2 10,430 10,430 10,352
R1 10,377 10,377 10,337 10,404
PP 10,275 10,275 10,275 10,289
S1 10,222 10,222 10,309 10,249
S2 10,120 10,120 10,295
S3 9,965 10,067 10,281
S4 9,810 9,912 10,238
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,506 11,356 10,566
R3 11,064 10,914 10,445
R2 10,622 10,622 10,404
R1 10,472 10,472 10,364 10,547
PP 10,180 10,180 10,180 10,217
S1 10,030 10,030 10,283 10,105
S2 9,738 9,738 10,242
S3 9,296 9,588 10,202
S4 8,854 9,146 10,080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,329 9,887 442 4.3% 197 1.9% 99% True False 89
10 10,329 9,887 442 4.3% 186 1.8% 99% True False 70
20 10,329 9,452 877 8.5% 193 1.9% 99% True False 86
40 10,466 9,452 1,014 9.8% 135 1.3% 86% False False 50
60 11,033 9,452 1,581 15.3% 129 1.2% 55% False False 34
80 11,033 9,452 1,581 15.3% 106 1.0% 55% False False 26
100 11,033 9,452 1,581 15.3% 86 0.8% 55% False False 21
Crabel Price Patterns
NR True
NR4 True
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 38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,988
2.618 10,735
1.618 10,580
1.000 10,484
0.618 10,425
HIGH 10,329
0.618 10,270
0.500 10,252
0.382 10,233
LOW 10,174
0.618 10,078
1.000 10,019
1.618 9,923
2.618 9,768
4.250 9,515
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 10,299 10,262
PP 10,275 10,201
S1 10,252 10,141

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

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