mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	10,214	10,215	1	0.0%	10,534
High	10,288	10,245	-43	-0.4%	10,617
Low	10,160	10,117	-43	-0.4%	10,159
Close	10,201	10,208	7	0.1%	10,201
Range	128	128	0	0.0%	458
ATR	159	157	-2	-1.4%	0
Volume	129	68	-61	-47.3%	534

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,574	10,519	10,279
R3	10,446	10,391	10,243
R2	10,318	10,318	10,232
R1	10,263	10,263	10,220	10,227
PP	10,190	10,190	10,190	10,172
S1	10,135	10,135	10,196	10,099
S2	10,062	10,062	10,185
S3	9,934	10,007	10,173
S4	9,806	9,879	10,138

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	10,595	10,117	478	4.7%	166	1.6%	19%	False	True	93
10	10,617	10,117	500	4.9%	137	1.3%	18%	False	True	89
20	10,617	9,887	730	7.2%	156	1.5%	44%	False	False	84
40	10,617	9,452	1,165	11.4%	171	1.7%	65%	False	False	81
60	10,617	9,452	1,165	11.4%	134	1.3%	65%	False	False	56
80	11,033	9,452	1,581	15.5%	127	1.2%	48%	False	False	42
100	11,033	9,452	1,581	15.5%	107	1.0%	48%	False	False	34
120	11,033	9,452	1,581	15.5%	92	0.9%	48%	False	False	29

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	10,789
2.618	10,580
1.618	10,452
1.000	10,373
0.618	10,324
HIGH	10,245
0.618	10,196
0.500	10,181
0.382	10,166
LOW	10,117
0.618	10,038
1.000	9,989
1.618	9,910
2.618	9,782
4.250	9,573

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	10,199	10,208
PP	10,190	10,208
S1	10,181	10,208

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