mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 10,488 10,451 -37 -0.4% 10,046
High 10,527 10,538 11 0.1% 10,393
Low 10,412 10,336 -76 -0.7% 9,946
Close 10,448 10,409 -39 -0.4% 10,386
Range 115 202 87 75.7% 447
ATR 183 184 1 0.8% 0
Volume 127,446 115,991 -11,455 -9.0% 784,491
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,034 10,923 10,520
R3 10,832 10,721 10,465
R2 10,630 10,630 10,446
R1 10,519 10,519 10,428 10,474
PP 10,428 10,428 10,428 10,405
S1 10,317 10,317 10,391 10,272
S2 10,226 10,226 10,372
S3 10,024 10,115 10,354
S4 9,822 9,913 10,298
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,583 11,431 10,632
R3 11,136 10,984 10,509
R2 10,689 10,689 10,468
R1 10,537 10,537 10,427 10,613
PP 10,242 10,242 10,242 10,280
S1 10,090 10,090 10,345 10,166
S2 9,795 9,795 10,304
S3 9,348 9,643 10,263
S4 8,901 9,196 10,140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,538 10,235 303 2.9% 139 1.3% 57% True False 133,055
10 10,538 9,946 592 5.7% 184 1.8% 78% True False 146,006
20 10,538 9,506 1,032 9.9% 187 1.8% 88% True False 147,208
40 10,538 9,506 1,032 9.9% 190 1.8% 88% True False 124,684
60 10,859 9,506 1,353 13.0% 224 2.2% 67% False False 83,231
80 11,144 9,506 1,638 15.7% 200 1.9% 55% False False 62,438
100 11,144 9,506 1,638 15.7% 170 1.6% 55% False False 49,954
120 11,144 9,506 1,638 15.7% 147 1.4% 55% False False 41,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,397
2.618 11,067
1.618 10,865
1.000 10,740
0.618 10,663
HIGH 10,538
0.618 10,461
0.500 10,437
0.382 10,413
LOW 10,336
0.618 10,211
1.000 10,134
1.618 10,009
2.618 9,807
4.250 9,478
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 10,437 10,437
PP 10,428 10,428
S1 10,418 10,418

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

View Archives - Comment on this page... - Back to Index of Symbols