mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 9,972 10,202 230 2.3% 10,165
High 10,214 10,252 38 0.4% 10,219
Low 9,955 10,166 211 2.1% 9,855
Close 10,205 10,244 39 0.4% 10,075
Range 259 86 -173 -66.8% 364
ATR 176 169 -6 -3.7% 0
Volume 511 830 319 62.4% 1,202
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,479 10,447 10,291
R3 10,393 10,361 10,268
R2 10,307 10,307 10,260
R1 10,275 10,275 10,252 10,291
PP 10,221 10,221 10,221 10,229
S1 10,189 10,189 10,236 10,205
S2 10,135 10,135 10,228
S3 10,049 10,103 10,220
S4 9,963 10,017 10,197
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 10,252 9,844 408 4.0% 190 1.9% 98% True False 587
10 10,252 9,844 408 4.0% 172 1.7% 98% True False 404
20 10,617 9,844 773 7.5% 169 1.6% 52% False False 248
40 10,617 9,844 773 7.5% 162 1.6% 52% False False 160
60 10,617 9,452 1,165 11.4% 158 1.5% 68% False False 126
80 10,743 9,452 1,291 12.6% 139 1.4% 61% False False 96
100 11,033 9,452 1,581 15.4% 129 1.3% 50% False False 77
120 11,033 9,452 1,581 15.4% 109 1.1% 50% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 42
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 10,618
2.618 10,477
1.618 10,391
1.000 10,338
0.618 10,305
HIGH 10,252
0.618 10,219
0.500 10,209
0.382 10,199
LOW 10,166
0.618 10,113
1.000 10,080
1.618 10,027
2.618 9,941
4.250 9,801
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 10,232 10,179
PP 10,221 10,113
S1 10,209 10,048

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

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