mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 9,874 9,846 -28 -0.3% 10,028
High 9,962 10,020 58 0.6% 10,028
Low 9,808 9,857 49 0.5% 9,790
Close 10,008 9,846 -162 -1.6% 10,008
Range 154 163 9 5.8% 238
ATR 86 92 5 6.4% 0
Volume 1 3 2 200.0% 7
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,397 10,284 9,936
R3 10,234 10,121 9,891
R2 10,071 10,071 9,876
R1 9,958 9,958 9,861 9,928
PP 9,908 9,908 9,908 9,892
S1 9,795 9,795 9,831 9,765
S2 9,745 9,745 9,816
S3 9,582 9,632 9,801
S4 9,419 9,469 9,756
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 10,020 9,790 230 2.3% 116 1.2% 24% True False 1
10 10,225 9,790 435 4.4% 58 0.6% 13% False False 3
20 10,531 9,790 741 7.5% 37 0.4% 8% False False 3
40 10,531 9,483 1,048 10.6% 21 0.2% 35% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 10,713
2.618 10,447
1.618 10,284
1.000 10,183
0.618 10,121
HIGH 10,020
0.618 9,958
0.500 9,939
0.382 9,919
LOW 9,857
0.618 9,756
1.000 9,694
1.618 9,593
2.618 9,430
4.250 9,164
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 9,939 9,914
PP 9,908 9,891
S1 9,877 9,869

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

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