mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	10,534	10,568	34	0.3%	10,393
High	10,617	10,595	-22	-0.2%	10,596
Low	10,528	10,448	-80	-0.8%	10,385
Close	10,601	10,553	-48	-0.5%	10,548
Range	89	147	58	65.2%	211
ATR	154	154	0	0.0%	0
Volume	135	49	-86	-63.7%	373

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,973	10,910	10,634
R3	10,826	10,763	10,594
R2	10,679	10,679	10,580
R1	10,616	10,616	10,567	10,574
PP	10,532	10,532	10,532	10,511
S1	10,469	10,469	10,540	10,427
S2	10,385	10,385	10,526
S3	10,238	10,322	10,513
S4	10,091	10,175	10,472

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,143	11,056	10,664
R3	10,932	10,845	10,606
R2	10,721	10,721	10,587
R1	10,634	10,634	10,567	10,678
PP	10,510	10,510	10,510	10,531
S1	10,423	10,423	10,529	10,467
S2	10,299	10,299	10,509
S3	10,088	10,212	10,490
S4	9,877	10,001	10,432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,617	10,408	209	2.0%	123	1.2%	69%	False	False	77
10	10,617	10,232	385	3.6%	135	1.3%	83%	False	False	81
20	10,617	9,887	730	6.9%	156	1.5%	91%	False	False	76
40	10,617	9,452	1,165	11.0%	161	1.5%	95%	False	False	71
60	10,617	9,452	1,165	11.0%	130	1.2%	95%	False	False	49
80	11,033	9,452	1,581	15.0%	121	1.1%	70%	False	False	37
100	11,033	9,452	1,581	15.0%	101	1.0%	70%	False	False	30
120	11,033	9,452	1,581	15.0%	86	0.8%	70%	False	False	26

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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,220
2.618	10,980
1.618	10,833
1.000	10,742
0.618	10,686
HIGH	10,595
0.618	10,539
0.500	10,522
0.382	10,504
LOW	10,448
0.618	10,357
1.000	10,301
1.618	10,210
2.618	10,063
4.250	9,823

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	10,543	10,540
PP	10,532	10,526
S1	10,522	10,513

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