mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 10,165 10,077 -88 -0.9% 10,215
High 10,219 10,087 -132 -1.3% 10,389
Low 10,080 9,909 -171 -1.7% 10,065
Close 10,092 9,957 -135 -1.3% 10,136
Range 139 178 39 28.1% 324
ATR 160 161 2 1.0% 0
Volume 139 109 -30 -21.6% 517
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,518 10,416 10,055
R3 10,340 10,238 10,006
R2 10,162 10,162 9,990
R1 10,060 10,060 9,973 10,022
PP 9,984 9,984 9,984 9,966
S1 9,882 9,882 9,941 9,844
S2 9,806 9,806 9,924
S3 9,628 9,704 9,908
S4 9,450 9,526 9,859
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 9,909 480 4.8% 164 1.6% 10% False True 127
10 10,555 9,909 646 6.5% 170 1.7% 7% False True 111
20 10,617 9,909 708 7.1% 152 1.5% 7% False True 96
40 10,617 9,452 1,165 11.7% 172 1.7% 43% False False 90
60 10,617 9,452 1,165 11.7% 142 1.4% 43% False False 67
80 10,983 9,452 1,531 15.4% 136 1.4% 33% False False 51
100 11,033 9,452 1,581 15.9% 117 1.2% 32% False False 41
120 11,033 9,452 1,581 15.9% 99 1.0% 32% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,844
2.618 10,553
1.618 10,375
1.000 10,265
0.618 10,197
HIGH 10,087
0.618 10,019
0.500 9,998
0.382 9,977
LOW 9,909
0.618 9,799
1.000 9,731
1.618 9,621
2.618 9,443
4.250 9,153
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 9,998 10,064
PP 9,984 10,028
S1 9,971 9,993

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

View Archives - Comment on this page... - Back to Index of Symbols