mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 9,880 10,084 204 2.1% 10,165
High 10,078 10,143 65 0.6% 10,219
Low 9,858 9,912 54 0.5% 9,855
Close 10,075 9,913 -162 -1.6% 10,075
Range 220 231 11 5.0% 364
ATR 165 169 5 2.9% 0
Volume 284 571 287 101.1% 1,202
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,682 10,529 10,040
R3 10,451 10,298 9,977
R2 10,220 10,220 9,955
R1 10,067 10,067 9,934 10,028
PP 9,989 9,989 9,989 9,970
S1 9,836 9,836 9,892 9,797
S2 9,758 9,758 9,871
S3 9,527 9,605 9,850
S4 9,296 9,374 9,786
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 10,143 9,855 288 2.9% 188 1.9% 20% True False 326
10 10,389 9,855 534 5.4% 178 1.8% 11% False False 222
20 10,617 9,855 762 7.7% 157 1.6% 8% False False 156
40 10,617 9,452 1,165 11.8% 169 1.7% 40% False False 113
60 10,617 9,452 1,165 11.8% 155 1.6% 40% False False 92
80 10,743 9,452 1,291 13.0% 140 1.4% 36% False False 70
100 11,033 9,452 1,581 15.9% 124 1.3% 29% False False 56
120 11,033 9,452 1,581 15.9% 105 1.1% 29% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,125
2.618 10,748
1.618 10,517
1.000 10,374
0.618 10,286
HIGH 10,143
0.618 10,055
0.500 10,028
0.382 10,000
LOW 9,912
0.618 9,769
1.000 9,681
1.618 9,538
2.618 9,307
4.250 8,930
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 10,028 10,001
PP 9,989 9,971
S1 9,951 9,942

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

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