mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 10,282 10,178 -104 -1.0% 10,215
High 10,351 10,206 -145 -1.4% 10,389
Low 10,133 10,065 -68 -0.7% 10,065
Close 10,170 10,136 -34 -0.3% 10,136
Range 218 141 -77 -35.3% 324
ATR 163 161 -2 -1.0% 0
Volume 109 192 83 76.1% 517
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,559 10,488 10,214
R3 10,418 10,347 10,175
R2 10,277 10,277 10,162
R1 10,206 10,206 10,149 10,171
PP 10,136 10,136 10,136 10,118
S1 10,065 10,065 10,123 10,030
S2 9,995 9,995 10,110
S3 9,854 9,924 10,097
S4 9,713 9,783 10,059
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,169 10,976 10,314
R3 10,845 10,652 10,225
R2 10,521 10,521 10,196
R1 10,328 10,328 10,166 10,263
PP 10,197 10,197 10,197 10,164
S1 10,004 10,004 10,106 9,939
S2 9,873 9,873 10,077
S3 9,549 9,680 10,047
S4 9,225 9,356 9,958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,389 10,065 324 3.2% 166 1.6% 22% False True 103
10 10,617 10,065 552 5.4% 162 1.6% 13% False True 105
20 10,617 10,065 552 5.4% 147 1.4% 13% False True 88
40 10,617 9,452 1,165 11.5% 170 1.7% 59% False False 87
60 10,617 9,452 1,165 11.5% 139 1.4% 59% False False 63
80 11,033 9,452 1,581 15.6% 133 1.3% 43% False False 48
100 11,033 9,452 1,581 15.6% 114 1.1% 43% False False 38
120 11,033 9,452 1,581 15.6% 96 0.9% 43% False False 32
Crabel Price Patterns
NR True
NR4 True
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 36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,805
2.618 10,575
1.618 10,434
1.000 10,347
0.618 10,293
HIGH 10,206
0.618 10,152
0.500 10,136
0.382 10,119
LOW 10,065
0.618 9,978
1.000 9,924
1.618 9,837
2.618 9,696
4.250 9,466
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 10,136 10,227
PP 10,136 10,197
S1 10,136 10,166

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

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