mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 9,846 9,888 42 0.4% 10,028
High 10,020 9,917 -103 -1.0% 10,028
Low 9,857 9,814 -43 -0.4% 9,790
Close 9,846 9,873 27 0.3% 10,008
Range 163 103 -60 -36.8% 238
ATR 92 92 1 0.9% 0
Volume 3 3 0 0.0% 7
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,177 10,128 9,930
R3 10,074 10,025 9,901
R2 9,971 9,971 9,892
R1 9,922 9,922 9,883 9,895
PP 9,868 9,868 9,868 9,855
S1 9,819 9,819 9,864 9,792
S2 9,765 9,765 9,854
S3 9,662 9,716 9,845
S4 9,559 9,613 9,816
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% 136 1.4% 36% False False 2
10 10,223 9,790 433 4.4% 68 0.7% 19% False False 2
20 10,531 9,790 741 7.5% 42 0.4% 11% False False 3
40 10,531 9,550 981 9.9% 24 0.2% 33% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,355
2.618 10,187
1.618 10,084
1.000 10,020
0.618 9,981
HIGH 9,917
0.618 9,878
0.500 9,866
0.382 9,853
LOW 9,814
0.618 9,750
1.000 9,711
1.618 9,647
2.618 9,544
4.250 9,376
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 9,871 9,914
PP 9,868 9,900
S1 9,866 9,887

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

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