mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 10,451 10,405 -46 -0.4% 10,390
High 10,538 10,460 -78 -0.7% 10,538
Low 10,336 10,286 -50 -0.5% 10,286
Close 10,409 10,417 8 0.1% 10,417
Range 202 174 -28 -13.9% 252
ATR 184 183 -1 -0.4% 0
Volume 115,991 159,472 43,481 37.5% 670,487
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,910 10,837 10,513
R3 10,736 10,663 10,465
R2 10,562 10,562 10,449
R1 10,489 10,489 10,433 10,526
PP 10,388 10,388 10,388 10,406
S1 10,315 10,315 10,401 10,352
S2 10,214 10,214 10,385
S3 10,040 10,141 10,369
S4 9,866 9,967 10,321
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,170 11,045 10,556
R3 10,918 10,793 10,486
R2 10,666 10,666 10,463
R1 10,541 10,541 10,440 10,604
PP 10,414 10,414 10,414 10,445
S1 10,289 10,289 10,394 10,352
S2 10,162 10,162 10,371
S3 9,910 10,037 10,348
S4 9,658 9,785 10,279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,538 10,286 252 2.4% 142 1.4% 52% False True 134,097
10 10,538 9,946 592 5.7% 172 1.6% 80% False False 145,497
20 10,538 9,506 1,032 9.9% 187 1.8% 88% False False 146,866
40 10,538 9,506 1,032 9.9% 191 1.8% 88% False False 128,661
60 10,859 9,506 1,353 13.0% 225 2.2% 67% False False 85,887
80 11,144 9,506 1,638 15.7% 201 1.9% 56% False False 64,431
100 11,144 9,506 1,638 15.7% 172 1.7% 56% False False 51,548
120 11,144 9,506 1,638 15.7% 148 1.4% 56% False False 42,958
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 48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,200
2.618 10,916
1.618 10,742
1.000 10,634
0.618 10,568
HIGH 10,460
0.618 10,394
0.500 10,373
0.382 10,353
LOW 10,286
0.618 10,179
1.000 10,112
1.618 10,005
2.618 9,831
4.250 9,547
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 10,402 10,415
PP 10,388 10,414
S1 10,373 10,412

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

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