mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 10,211 10,307 96 0.9% 10,534
High 10,389 10,389 0 0.0% 10,617
Low 10,191 10,246 55 0.5% 10,159
Close 10,294 10,288 -6 -0.1% 10,201
Range 198 143 -55 -27.8% 458
ATR 160 158 -1 -0.7% 0
Volume 62 86 24 38.7% 534
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,737 10,655 10,367
R3 10,594 10,512 10,327
R2 10,451 10,451 10,314
R1 10,369 10,369 10,301 10,339
PP 10,308 10,308 10,308 10,292
S1 10,226 10,226 10,275 10,196
S2 10,165 10,165 10,262
S3 10,022 10,083 10,249
S4 9,879 9,940 10,209
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 10,389 10,117 272 2.6% 148 1.4% 63% True False 91
10 10,617 10,117 500 4.9% 153 1.5% 34% False False 90
20 10,617 9,973 644 6.3% 151 1.5% 49% False False 82
40 10,617 9,452 1,165 11.3% 169 1.6% 72% False False 83
60 10,617 9,452 1,165 11.3% 136 1.3% 72% False False 58
80 11,033 9,452 1,581 15.4% 131 1.3% 53% False False 44
100 11,033 9,452 1,581 15.4% 110 1.1% 53% False False 35
120 11,033 9,452 1,581 15.4% 93 0.9% 53% False False 30
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,997
2.618 10,763
1.618 10,620
1.000 10,532
0.618 10,477
HIGH 10,389
0.618 10,334
0.500 10,318
0.382 10,301
LOW 10,246
0.618 10,158
1.000 10,103
1.618 10,015
2.618 9,872
4.250 9,638
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 10,318 10,276
PP 10,308 10,265
S1 10,298 10,253

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

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