mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 10,217 10,316 99 1.0% 9,992
High 10,329 10,412 83 0.8% 10,329
Low 10,174 10,294 120 1.2% 9,887
Close 10,323 10,394 71 0.7% 10,323
Range 155 118 -37 -23.9% 442
ATR 183 179 -5 -2.5% 0
Volume 99 53 -46 -46.5% 446
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,721 10,675 10,459
R3 10,603 10,557 10,427
R2 10,485 10,485 10,416
R1 10,439 10,439 10,405 10,462
PP 10,367 10,367 10,367 10,378
S1 10,321 10,321 10,383 10,344
S2 10,249 10,249 10,372
S3 10,131 10,203 10,362
S4 10,013 10,085 10,329
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 10,412 9,887 525 5.1% 199 1.9% 97% True False 83
10 10,412 9,887 525 5.1% 187 1.8% 97% True False 72
20 10,412 9,452 960 9.2% 193 1.9% 98% True False 83
40 10,466 9,452 1,014 9.8% 138 1.3% 93% False False 52
60 11,033 9,452 1,581 15.2% 129 1.2% 60% False False 35
80 11,033 9,452 1,581 15.2% 107 1.0% 60% False False 27
100 11,033 9,452 1,581 15.2% 87 0.8% 60% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,914
2.618 10,721
1.618 10,603
1.000 10,530
0.618 10,485
HIGH 10,412
0.618 10,367
0.500 10,353
0.382 10,339
LOW 10,294
0.618 10,221
1.000 10,176
1.618 10,103
2.618 9,985
4.250 9,793
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 10,380 10,327
PP 10,367 10,260
S1 10,353 10,193

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

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