mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 9,874 9,874 0 0.0% 10,028
High 9,952 9,962 10 0.1% 10,028
Low 9,833 9,808 -25 -0.3% 9,790
Close 9,838 10,008 170 1.7% 10,008
Range 119 154 35 29.4% 238
ATR 81 86 5 6.5% 0
Volume 3 1 -2 -66.7% 7
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,388 10,352 10,093
R3 10,234 10,198 10,050
R2 10,080 10,080 10,036
R1 10,044 10,044 10,022 10,062
PP 9,926 9,926 9,926 9,935
S1 9,890 9,890 9,994 9,908
S2 9,772 9,772 9,980
S3 9,618 9,736 9,966
S4 9,464 9,582 9,923
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,656 10,570 10,139
R3 10,418 10,332 10,074
R2 10,180 10,180 10,052
R1 10,094 10,094 10,030 10,018
PP 9,942 9,942 9,942 9,904
S1 9,856 9,856 9,986 9,780
S2 9,704 9,704 9,964
S3 9,466 9,618 9,943
S4 9,228 9,380 9,877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,028 9,790 238 2.4% 83 0.8% 92% False False 1
10 10,225 9,790 435 4.3% 42 0.4% 50% False False 3
20 10,531 9,790 741 7.4% 28 0.3% 29% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 10,617
2.618 10,365
1.618 10,211
1.000 10,116
0.618 10,057
HIGH 9,962
0.618 9,903
0.500 9,885
0.382 9,867
LOW 9,808
0.618 9,713
1.000 9,654
1.618 9,559
2.618 9,405
4.250 9,154
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 9,967 9,964
PP 9,926 9,920
S1 9,885 9,876

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

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