mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 10,239 10,370 131 1.3% 10,084
High 10,377 10,405 28 0.3% 10,377
Low 10,222 10,257 35 0.3% 9,844
Close 10,371 10,272 -99 -1.0% 10,371
Range 155 148 -7 -4.5% 533
ATR 168 167 -1 -0.9% 0
Volume 328 908 580 176.8% 2,979
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,755 10,662 10,354
R3 10,607 10,514 10,313
R2 10,459 10,459 10,299
R1 10,366 10,366 10,286 10,339
PP 10,311 10,311 10,311 10,298
S1 10,218 10,218 10,259 10,191
S2 10,163 10,163 10,245
S3 10,015 10,070 10,231
S4 9,867 9,922 10,191
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 10,405 9,844 561 5.5% 161 1.6% 76% True False 663
10 10,405 9,844 561 5.5% 174 1.7% 76% True False 495
20 10,595 9,844 751 7.3% 171 1.7% 57% False False 300
40 10,617 9,844 773 7.5% 164 1.6% 55% False False 188
60 10,617 9,452 1,165 11.3% 161 1.6% 70% False False 146
80 10,617 9,452 1,165 11.3% 141 1.4% 70% False False 111
100 11,033 9,452 1,581 15.4% 132 1.3% 52% False False 89
120 11,033 9,452 1,581 15.4% 112 1.1% 52% False False 74
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,034
2.618 10,793
1.618 10,645
1.000 10,553
0.618 10,497
HIGH 10,405
0.618 10,349
0.500 10,331
0.382 10,314
LOW 10,257
0.618 10,166
1.000 10,109
1.618 10,018
2.618 9,870
4.250 9,628
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 10,331 10,286
PP 10,311 10,281
S1 10,292 10,277

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

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