mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 10,370 10,275 -95 -0.9% 10,084
High 10,405 10,353 -52 -0.5% 10,377
Low 10,257 10,233 -24 -0.2% 9,844
Close 10,272 10,326 54 0.5% 10,371
Range 148 120 -28 -18.9% 533
ATR 167 164 -3 -2.0% 0
Volume 908 7,960 7,052 776.7% 2,979
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,664 10,615 10,392
R3 10,544 10,495 10,359
R2 10,424 10,424 10,348
R1 10,375 10,375 10,337 10,400
PP 10,304 10,304 10,304 10,316
S1 10,255 10,255 10,315 10,280
S2 10,184 10,184 10,304
S3 10,064 10,135 10,293
S4 9,944 10,015 10,260
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 9,955 450 4.4% 154 1.5% 82% False False 2,107
10 10,405 9,844 561 5.4% 168 1.6% 86% False False 1,280
20 10,555 9,844 711 6.9% 169 1.6% 68% False False 695
40 10,617 9,844 773 7.5% 162 1.6% 62% False False 386
60 10,617 9,452 1,165 11.3% 163 1.6% 75% False False 279
80 10,617 9,452 1,165 11.3% 140 1.4% 75% False False 210
100 11,033 9,452 1,581 15.3% 131 1.3% 55% False False 169
120 11,033 9,452 1,581 15.3% 113 1.1% 55% False False 141
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 42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,863
2.618 10,667
1.618 10,547
1.000 10,473
0.618 10,427
HIGH 10,353
0.618 10,307
0.500 10,293
0.382 10,279
LOW 10,233
0.618 10,159
1.000 10,113
1.618 10,039
2.618 9,919
4.250 9,723
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 10,315 10,322
PP 10,304 10,318
S1 10,293 10,314

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

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