mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 10,513 10,581 68 0.6% 10,316
High 10,591 10,596 5 0.0% 10,471
Low 10,489 10,505 16 0.2% 10,232
Close 10,570 10,570 0 0.0% 10,351
Range 102 91 -11 -10.8% 239
ATR 162 157 -5 -3.1% 0
Volume 48 79 31 64.6% 349
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,830 10,791 10,620
R3 10,739 10,700 10,595
R2 10,648 10,648 10,587
R1 10,609 10,609 10,578 10,583
PP 10,557 10,557 10,557 10,544
S1 10,518 10,518 10,562 10,492
S2 10,466 10,466 10,553
S3 10,375 10,427 10,545
S4 10,284 10,336 10,520
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 10,596 10,232 364 3.4% 124 1.2% 93% True False 95
10 10,596 10,174 422 4.0% 129 1.2% 94% True False 74
20 10,596 9,887 709 6.7% 154 1.5% 96% True False 71
40 10,596 9,452 1,144 10.8% 152 1.4% 98% True False 65
60 10,743 9,452 1,291 12.2% 129 1.2% 87% False False 45
80 11,033 9,452 1,581 15.0% 119 1.1% 71% False False 34
100 11,033 9,452 1,581 15.0% 97 0.9% 71% False False 27
120 11,033 9,452 1,581 15.0% 83 0.8% 71% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,983
2.618 10,834
1.618 10,743
1.000 10,687
0.618 10,652
HIGH 10,596
0.618 10,561
0.500 10,551
0.382 10,540
LOW 10,505
0.618 10,449
1.000 10,414
1.618 10,358
2.618 10,267
4.250 10,118
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 10,564 10,561
PP 10,557 10,551
S1 10,551 10,542

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

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