mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	10,316	10,428	112	1.1%	9,992
High	10,412	10,465	53	0.5%	10,329
Low	10,294	10,373	79	0.8%	9,887
Close	10,394	10,430	36	0.3%	10,323
Range	118	92	-26	-22.0%	442
ATR	179	172	-6	-3.5%	0
Volume	53	37	-16	-30.2%	446

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,699	10,656	10,481
R3	10,607	10,564	10,455
R2	10,515	10,515	10,447
R1	10,472	10,472	10,439	10,494
PP	10,423	10,423	10,423	10,433
S1	10,380	10,380	10,422	10,402
S2	10,331	10,331	10,413
S3	10,239	10,288	10,405
S4	10,147	10,196	10,380

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	10,465	9,952	513	4.9%	171	1.6%	93%	True	False	66
10	10,465	9,887	578	5.5%	177	1.7%	94%	True	False	72
20	10,465	9,452	1,013	9.7%	192	1.8%	97%	True	False	83
40	10,466	9,452	1,014	9.7%	138	1.3%	96%	False	False	53
60	10,983	9,452	1,531	14.7%	130	1.2%	64%	False	False	36
80	11,033	9,452	1,581	15.2%	108	1.0%	62%	False	False	27
100	11,033	9,452	1,581	15.2%	88	0.8%	62%	False	False	22

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	36
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	10,856
2.618	10,706
1.618	10,614
1.000	10,557
0.618	10,522
HIGH	10,465
0.618	10,430
0.500	10,419
0.382	10,408
LOW	10,373
0.618	10,316
1.000	10,281
1.618	10,224
2.618	10,132
4.250	9,982

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	10,426	10,393
PP	10,423	10,356
S1	10,419	10,320

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