mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 9,945 9,982 37 0.4% 10,215
High 10,011 10,037 26 0.3% 10,389
Low 9,855 9,883 28 0.3% 10,065
Close 9,982 9,902 -80 -0.8% 10,136
Range 156 154 -2 -1.3% 324
ATR 161 160 0 -0.3% 0
Volume 334 336 2 0.6% 517
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,403 10,306 9,987
R3 10,249 10,152 9,944
R2 10,095 10,095 9,930
R1 9,998 9,998 9,916 9,970
PP 9,941 9,941 9,941 9,926
S1 9,844 9,844 9,888 9,816
S2 9,787 9,787 9,874
S3 9,633 9,690 9,860
S4 9,479 9,536 9,817
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 10,219 9,855 364 3.7% 154 1.6% 13% False False 222
10 10,389 9,855 534 5.4% 158 1.6% 9% False False 156
20 10,617 9,855 762 7.7% 152 1.5% 6% False False 126
40 10,617 9,452 1,165 11.8% 167 1.7% 39% False False 97
60 10,617 9,452 1,165 11.8% 148 1.5% 39% False False 78
80 10,743 9,452 1,291 13.0% 139 1.4% 35% False False 59
100 11,033 9,452 1,581 16.0% 120 1.2% 28% False False 48
120 11,033 9,452 1,581 16.0% 101 1.0% 28% False False 40
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 45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,692
2.618 10,440
1.618 10,286
1.000 10,191
0.618 10,132
HIGH 10,037
0.618 9,978
0.500 9,960
0.382 9,942
LOW 9,883
0.618 9,788
1.000 9,729
1.618 9,634
2.618 9,480
4.250 9,229
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 9,960 9,971
PP 9,941 9,948
S1 9,921 9,925

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

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