mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 10,202 10,239 37 0.4% 10,084
High 10,252 10,377 125 1.2% 10,377
Low 10,166 10,222 56 0.6% 9,844
Close 10,244 10,371 127 1.2% 10,371
Range 86 155 69 80.2% 533
ATR 169 168 -1 -0.6% 0
Volume 830 328 -502 -60.5% 2,979
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,788 10,735 10,456
R3 10,633 10,580 10,414
R2 10,478 10,478 10,400
R1 10,425 10,425 10,385 10,452
PP 10,323 10,323 10,323 10,337
S1 10,270 10,270 10,357 10,297
S2 10,168 10,168 10,343
S3 10,013 10,115 10,329
S4 9,858 9,960 10,286
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,796 11,617 10,664
R3 11,263 11,084 10,518
R2 10,730 10,730 10,469
R1 10,551 10,551 10,420 10,641
PP 10,197 10,197 10,197 10,242
S1 10,018 10,018 10,322 10,108
S2 9,664 9,664 10,273
S3 9,131 9,485 10,225
S4 8,598 8,952 10,078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,377 9,844 533 5.1% 177 1.7% 99% True False 595
10 10,377 9,844 533 5.1% 173 1.7% 99% True False 418
20 10,617 9,844 773 7.5% 168 1.6% 68% False False 261
40 10,617 9,844 773 7.5% 163 1.6% 68% False False 166
60 10,617 9,452 1,165 11.2% 159 1.5% 79% False False 131
80 10,654 9,452 1,202 11.6% 139 1.3% 76% False False 100
100 11,033 9,452 1,581 15.2% 130 1.3% 58% False False 80
120 11,033 9,452 1,581 15.2% 111 1.1% 58% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,036
2.618 10,783
1.618 10,628
1.000 10,532
0.618 10,473
HIGH 10,377
0.618 10,318
0.500 10,300
0.382 10,281
LOW 10,222
0.618 10,126
1.000 10,067
1.618 9,971
2.618 9,816
4.250 9,563
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 10,347 10,303
PP 10,323 10,234
S1 10,300 10,166

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

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