mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 10,405 10,459 54 0.5% 10,390
High 10,460 10,643 183 1.7% 10,538
Low 10,286 10,448 162 1.6% 10,286
Close 10,417 10,617 200 1.9% 10,417
Range 174 195 21 12.1% 252
ATR 183 186 3 1.7% 0
Volume 159,472 151,104 -8,368 -5.2% 670,487
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,154 11,081 10,724
R3 10,959 10,886 10,671
R2 10,764 10,764 10,653
R1 10,691 10,691 10,635 10,728
PP 10,569 10,569 10,569 10,588
S1 10,496 10,496 10,599 10,533
S2 10,374 10,374 10,581
S3 10,179 10,301 10,564
S4 9,984 10,106 10,510
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 10,643 10,286 357 3.4% 157 1.5% 93% True False 134,177
10 10,643 9,946 697 6.6% 180 1.7% 96% True False 143,806
20 10,643 9,506 1,137 10.7% 186 1.8% 98% True False 143,415
40 10,643 9,506 1,137 10.7% 186 1.8% 98% True False 132,419
60 10,859 9,506 1,353 12.7% 211 2.0% 82% False False 88,403
80 11,144 9,506 1,638 15.4% 202 1.9% 68% False False 66,319
100 11,144 9,506 1,638 15.4% 174 1.6% 68% False False 53,059
120 11,144 9,506 1,638 15.4% 150 1.4% 68% False False 44,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,472
2.618 11,154
1.618 10,959
1.000 10,838
0.618 10,764
HIGH 10,643
0.618 10,569
0.500 10,546
0.382 10,523
LOW 10,448
0.618 10,328
1.000 10,253
1.618 10,133
2.618 9,938
4.250 9,619
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 10,593 10,566
PP 10,569 10,515
S1 10,546 10,465

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

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