mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 9,982 9,880 -102 -1.0% 10,165
High 10,037 10,078 41 0.4% 10,219
Low 9,883 9,858 -25 -0.3% 9,855
Close 9,902 10,075 173 1.7% 10,075
Range 154 220 66 42.9% 364
ATR 160 165 4 2.7% 0
Volume 336 284 -52 -15.5% 1,202
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,664 10,589 10,196
R3 10,444 10,369 10,136
R2 10,224 10,224 10,115
R1 10,149 10,149 10,095 10,187
PP 10,004 10,004 10,004 10,022
S1 9,929 9,929 10,055 9,967
S2 9,784 9,784 10,035
S3 9,564 9,709 10,015
S4 9,344 9,489 9,954
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,142 10,972 10,275
R3 10,778 10,608 10,175
R2 10,414 10,414 10,142
R1 10,244 10,244 10,108 10,147
PP 10,050 10,050 10,050 10,001
S1 9,880 9,880 10,042 9,783
S2 9,686 9,686 10,008
S3 9,322 9,516 9,975
S4 8,958 9,152 9,875
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 3.6% 170 1.7% 60% False False 240
10 10,389 9,855 534 5.3% 168 1.7% 41% False False 171
20 10,617 9,855 762 7.6% 155 1.5% 29% False False 131
40 10,617 9,452 1,165 11.6% 168 1.7% 53% False False 102
60 10,617 9,452 1,165 11.6% 151 1.5% 53% False False 82
80 10,743 9,452 1,291 12.8% 142 1.4% 48% False False 63
100 11,033 9,452 1,581 15.7% 122 1.2% 39% False False 50
120 11,033 9,452 1,581 15.7% 103 1.0% 39% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,013
2.618 10,654
1.618 10,434
1.000 10,298
0.618 10,214
HIGH 10,078
0.618 9,994
0.500 9,968
0.382 9,942
LOW 9,858
0.618 9,722
1.000 9,638
1.618 9,502
2.618 9,282
4.250 8,923
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 10,039 10,039
PP 10,004 10,003
S1 9,968 9,967

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

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