mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 10,310 10,393 83 0.8% 10,316
High 10,391 10,579 188 1.8% 10,471
Low 10,232 10,385 153 1.5% 10,232
Close 10,351 10,551 200 1.9% 10,351
Range 159 194 35 22.0% 239
ATR 169 173 4 2.5% 0
Volume 178 77 -101 -56.7% 349
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,087 11,013 10,658
R3 10,893 10,819 10,604
R2 10,699 10,699 10,587
R1 10,625 10,625 10,569 10,662
PP 10,505 10,505 10,505 10,524
S1 10,431 10,431 10,533 10,468
S2 10,311 10,311 10,516
S3 10,117 10,237 10,498
S4 9,923 10,043 10,444
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,068 10,949 10,483
R3 10,829 10,710 10,417
R2 10,590 10,590 10,395
R1 10,471 10,471 10,373 10,531
PP 10,351 10,351 10,351 10,381
S1 10,232 10,232 10,329 10,292
S2 10,112 10,112 10,307
S3 9,873 9,993 10,285
S4 9,634 9,754 10,220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,579 10,232 347 3.3% 151 1.4% 92% True False 74
10 10,579 9,887 692 6.6% 175 1.7% 96% True False 79
20 10,579 9,452 1,127 10.7% 180 1.7% 98% True False 70
40 10,579 9,452 1,127 10.7% 154 1.5% 98% True False 60
60 10,743 9,452 1,291 12.2% 134 1.3% 85% False False 41
80 11,033 9,452 1,581 15.0% 116 1.1% 70% False False 31
100 11,033 9,452 1,581 15.0% 95 0.9% 70% False False 25
120 11,033 9,452 1,581 15.0% 81 0.8% 70% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,404
2.618 11,087
1.618 10,893
1.000 10,773
0.618 10,699
HIGH 10,579
0.618 10,505
0.500 10,482
0.382 10,459
LOW 10,385
0.618 10,265
1.000 10,191
1.618 10,071
2.618 9,877
4.250 9,561
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 10,528 10,503
PP 10,505 10,454
S1 10,482 10,406

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

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