mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 10,531 10,262 -269 -2.6% 10,393
High 10,555 10,299 -256 -2.4% 10,596
Low 10,270 10,159 -111 -1.1% 10,385
Close 10,272 10,206 -66 -0.6% 10,548
Range 285 140 -145 -50.9% 211
ATR 163 161 -2 -1.0% 0
Volume 107 114 7 6.5% 373
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,641 10,564 10,283
R3 10,501 10,424 10,245
R2 10,361 10,361 10,232
R1 10,284 10,284 10,219 10,253
PP 10,221 10,221 10,221 10,206
S1 10,144 10,144 10,193 10,113
S2 10,081 10,081 10,180
S3 9,941 10,004 10,168
S4 9,801 9,864 10,129
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 10,159 458 4.5% 169 1.7% 10% False True 95
10 10,617 10,159 458 4.5% 146 1.4% 10% False True 95
20 10,617 9,887 730 7.2% 163 1.6% 44% False False 85
40 10,617 9,452 1,165 11.4% 167 1.6% 65% False False 76
60 10,617 9,452 1,165 11.4% 132 1.3% 65% False False 52
80 11,033 9,452 1,581 15.5% 125 1.2% 48% False False 40
100 11,033 9,452 1,581 15.5% 106 1.0% 48% False False 32
120 11,033 9,452 1,581 15.5% 90 0.9% 48% False False 28
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,894
2.618 10,666
1.618 10,526
1.000 10,439
0.618 10,386
HIGH 10,299
0.618 10,246
0.500 10,229
0.382 10,213
LOW 10,159
0.618 10,073
1.000 10,019
1.618 9,933
2.618 9,793
4.250 9,564
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 10,229 10,377
PP 10,221 10,320
S1 10,214 10,263

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

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