mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 10,084 9,919 -165 -1.6% 10,165
High 10,143 9,998 -145 -1.4% 10,219
Low 9,912 9,844 -68 -0.7% 9,855
Close 9,913 9,939 26 0.3% 10,075
Range 231 154 -77 -33.3% 364
ATR 169 168 -1 -0.6% 0
Volume 571 739 168 29.4% 1,202
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,389 10,318 10,024
R3 10,235 10,164 9,981
R2 10,081 10,081 9,967
R1 10,010 10,010 9,953 10,046
PP 9,927 9,927 9,927 9,945
S1 9,856 9,856 9,925 9,892
S2 9,773 9,773 9,911
S3 9,619 9,702 9,897
S4 9,465 9,548 9,854
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 9,844 299 3.0% 183 1.8% 32% False True 452
10 10,389 9,844 545 5.5% 174 1.7% 17% False True 289
20 10,617 9,844 773 7.8% 161 1.6% 12% False True 188
40 10,617 9,557 1,060 10.7% 165 1.7% 36% False False 129
60 10,617 9,452 1,165 11.7% 155 1.6% 42% False False 104
80 10,743 9,452 1,291 13.0% 139 1.4% 38% False False 79
100 11,033 9,452 1,581 15.9% 126 1.3% 31% False False 63
120 11,033 9,452 1,581 15.9% 106 1.1% 31% False False 53
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 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,653
2.618 10,401
1.618 10,247
1.000 10,152
0.618 10,093
HIGH 9,998
0.618 9,939
0.500 9,921
0.382 9,903
LOW 9,844
0.618 9,749
1.000 9,690
1.618 9,595
2.618 9,441
4.250 9,190
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 9,933 9,994
PP 9,927 9,975
S1 9,921 9,957

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

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