mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 10,411 10,396 -15 -0.1% 9,992
High 10,460 10,471 11 0.1% 10,329
Low 10,351 10,272 -79 -0.8% 9,887
Close 10,384 10,344 -40 -0.4% 10,323
Range 109 199 90 82.6% 442
ATR 168 170 2 1.3% 0
Volume 27 54 27 100.0% 446
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,959 10,851 10,454
R3 10,760 10,652 10,399
R2 10,561 10,561 10,381
R1 10,453 10,453 10,362 10,408
PP 10,362 10,362 10,362 10,340
S1 10,254 10,254 10,326 10,209
S2 10,163 10,163 10,308
S3 9,964 10,055 10,289
S4 9,765 9,856 10,235
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 10,471 10,174 297 2.9% 135 1.3% 57% True False 54
10 10,471 9,887 584 5.6% 179 1.7% 78% True False 74
20 10,471 9,452 1,019 9.9% 181 1.7% 88% True False 68
40 10,471 9,452 1,019 9.9% 145 1.4% 88% True False 54
60 10,743 9,452 1,291 12.5% 135 1.3% 69% False False 37
80 11,033 9,452 1,581 15.3% 112 1.1% 56% False False 28
100 11,033 9,452 1,581 15.3% 91 0.9% 56% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,317
2.618 10,992
1.618 10,793
1.000 10,670
0.618 10,594
HIGH 10,471
0.618 10,395
0.500 10,372
0.382 10,348
LOW 10,272
0.618 10,149
1.000 10,073
1.618 9,950
2.618 9,751
4.250 9,426
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 10,372 10,372
PP 10,362 10,362
S1 10,353 10,353

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

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