mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 10,178 10,165 -13 -0.1% 10,215
High 10,206 10,219 13 0.1% 10,389
Low 10,065 10,080 15 0.1% 10,065
Close 10,136 10,092 -44 -0.4% 10,136
Range 141 139 -2 -1.4% 324
ATR 161 160 -2 -1.0% 0
Volume 192 139 -53 -27.6% 517
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,547 10,459 10,169
R3 10,408 10,320 10,130
R2 10,269 10,269 10,118
R1 10,181 10,181 10,105 10,156
PP 10,130 10,130 10,130 10,118
S1 10,042 10,042 10,079 10,017
S2 9,991 9,991 10,067
S3 9,852 9,903 10,054
S4 9,713 9,764 10,016
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% 168 1.7% 8% False False 117
10 10,595 10,065 530 5.3% 167 1.7% 5% False False 105
20 10,617 10,065 552 5.5% 148 1.5% 5% False False 92
40 10,617 9,452 1,165 11.5% 170 1.7% 55% False False 88
60 10,617 9,452 1,165 11.5% 141 1.4% 55% False False 65
80 11,033 9,452 1,581 15.7% 134 1.3% 40% False False 49
100 11,033 9,452 1,581 15.7% 115 1.1% 40% False False 40
120 11,033 9,452 1,581 15.7% 97 1.0% 40% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,810
2.618 10,583
1.618 10,444
1.000 10,358
0.618 10,305
HIGH 10,219
0.618 10,166
0.500 10,150
0.382 10,133
LOW 10,080
0.618 9,994
1.000 9,941
1.618 9,855
2.618 9,716
4.250 9,489
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 10,150 10,208
PP 10,130 10,169
S1 10,111 10,131

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

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