mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 10,262 10,214 -48 -0.5% 10,534
High 10,299 10,288 -11 -0.1% 10,617
Low 10,159 10,160 1 0.0% 10,159
Close 10,206 10,201 -5 0.0% 10,201
Range 140 128 -12 -8.6% 458
ATR 161 159 -2 -1.5% 0
Volume 114 129 15 13.2% 534
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,600 10,529 10,272
R3 10,472 10,401 10,236
R2 10,344 10,344 10,225
R1 10,273 10,273 10,213 10,245
PP 10,216 10,216 10,216 10,202
S1 10,145 10,145 10,189 10,117
S2 10,088 10,088 10,178
S3 9,960 10,017 10,166
S4 9,832 9,889 10,131
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,700 11,408 10,453
R3 11,242 10,950 10,327
R2 10,784 10,784 10,285
R1 10,492 10,492 10,243 10,409
PP 10,326 10,326 10,326 10,284
S1 10,034 10,034 10,159 9,951
S2 9,868 9,868 10,117
S3 9,410 9,576 10,075
S4 8,952 9,118 9,949
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% 158 1.5% 9% False False 106
10 10,617 10,159 458 4.5% 143 1.4% 9% False False 90
20 10,617 9,887 730 7.2% 155 1.5% 43% False False 85
40 10,617 9,452 1,165 11.4% 168 1.6% 64% False False 79
60 10,617 9,452 1,165 11.4% 134 1.3% 64% False False 55
80 11,033 9,452 1,581 15.5% 127 1.2% 47% False False 41
100 11,033 9,452 1,581 15.5% 106 1.0% 47% False False 33
120 11,033 9,452 1,581 15.5% 91 0.9% 47% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,832
2.618 10,623
1.618 10,495
1.000 10,416
0.618 10,367
HIGH 10,288
0.618 10,239
0.500 10,224
0.382 10,209
LOW 10,160
0.618 10,081
1.000 10,032
1.618 9,953
2.618 9,825
4.250 9,616
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 10,224 10,357
PP 10,216 10,305
S1 10,209 10,253

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

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