mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 10,540 10,513 -27 -0.3% 10,316
High 10,560 10,591 31 0.3% 10,471
Low 10,487 10,489 2 0.0% 10,232
Close 10,528 10,570 42 0.4% 10,351
Range 73 102 29 39.7% 239
ATR 166 162 -5 -2.8% 0
Volume 95 48 -47 -49.5% 349
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,856 10,815 10,626
R3 10,754 10,713 10,598
R2 10,652 10,652 10,589
R1 10,611 10,611 10,579 10,632
PP 10,550 10,550 10,550 10,560
S1 10,509 10,509 10,561 10,530
S2 10,448 10,448 10,551
S3 10,346 10,407 10,542
S4 10,244 10,305 10,514
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 10,591 10,232 359 3.4% 146 1.4% 94% True False 90
10 10,591 9,973 618 5.8% 148 1.4% 97% True False 74
20 10,591 9,887 704 6.7% 157 1.5% 97% True False 71
40 10,591 9,452 1,139 10.8% 151 1.4% 98% True False 63
60 10,743 9,452 1,291 12.2% 130 1.2% 87% False False 43
80 11,033 9,452 1,581 15.0% 118 1.1% 71% False False 33
100 11,033 9,452 1,581 15.0% 96 0.9% 71% False False 26
120 11,033 9,452 1,581 15.0% 82 0.8% 71% False False 24
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,025
2.618 10,858
1.618 10,756
1.000 10,693
0.618 10,654
HIGH 10,591
0.618 10,552
0.500 10,540
0.382 10,528
LOW 10,489
0.618 10,426
1.000 10,387
1.618 10,324
2.618 10,222
4.250 10,056
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 10,560 10,543
PP 10,550 10,515
S1 10,540 10,488

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

View Archives - Comment on this page... - Back to Index of Symbols