mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 9,919 9,972 53 0.5% 10,165
High 9,998 10,214 216 2.2% 10,219
Low 9,844 9,955 111 1.1% 9,855
Close 9,939 10,205 266 2.7% 10,075
Range 154 259 105 68.2% 364
ATR 168 176 8 4.5% 0
Volume 739 511 -228 -30.9% 1,202
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,902 10,812 10,348
R3 10,643 10,553 10,276
R2 10,384 10,384 10,253
R1 10,294 10,294 10,229 10,339
PP 10,125 10,125 10,125 10,147
S1 10,035 10,035 10,181 10,080
S2 9,866 9,866 10,158
S3 9,607 9,776 10,134
S4 9,348 9,517 10,063
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 10,214 9,844 370 3.6% 204 2.0% 98% True False 488
10 10,351 9,844 507 5.0% 185 1.8% 71% False False 332
20 10,617 9,844 773 7.6% 169 1.7% 47% False False 211
40 10,617 9,844 773 7.6% 163 1.6% 47% False False 141
60 10,617 9,452 1,165 11.4% 157 1.5% 65% False False 112
80 10,743 9,452 1,291 12.7% 140 1.4% 58% False False 85
100 11,033 9,452 1,581 15.5% 128 1.3% 48% False False 69
120 11,033 9,452 1,581 15.5% 109 1.1% 48% False False 57
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 46
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 11,315
2.618 10,892
1.618 10,633
1.000 10,473
0.618 10,374
HIGH 10,214
0.618 10,115
0.500 10,085
0.382 10,054
LOW 9,955
0.618 9,795
1.000 9,696
1.618 9,536
2.618 9,277
4.250 8,854
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 10,165 10,146
PP 10,125 10,088
S1 10,085 10,029

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

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