mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 10,202 10,150 -52 -0.5% 10,272
High 10,286 10,161 -125 -1.2% 10,456
Low 10,143 9,970 -173 -1.7% 10,127
Close 10,157 10,023 -134 -1.3% 10,202
Range 143 191 48 33.6% 329
ATR 168 169 2 1.0% 0
Volume 114,381 161,421 47,040 41.1% 629,737
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,624 10,515 10,128
R3 10,433 10,324 10,076
R2 10,242 10,242 10,058
R1 10,133 10,133 10,041 10,092
PP 10,051 10,051 10,051 10,031
S1 9,942 9,942 10,006 9,901
S2 9,860 9,860 9,988
S3 9,669 9,751 9,971
S4 9,478 9,560 9,918
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,249 11,054 10,383
R3 10,920 10,725 10,293
R2 10,591 10,591 10,262
R1 10,396 10,396 10,232 10,329
PP 10,262 10,262 10,262 10,228
S1 10,067 10,067 10,172 10,000
S2 9,933 9,933 10,142
S3 9,604 9,738 10,112
S4 9,275 9,409 10,021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,455 9,970 485 4.8% 171 1.7% 11% False True 135,956
10 10,624 9,970 654 6.5% 176 1.8% 8% False True 129,272
20 10,685 9,970 715 7.1% 159 1.6% 7% False True 123,707
40 10,685 9,506 1,179 11.8% 179 1.8% 44% False False 137,352
60 10,685 9,506 1,179 11.8% 183 1.8% 44% False False 120,317
80 11,070 9,506 1,564 15.6% 210 2.1% 33% False False 90,309
100 11,144 9,506 1,638 16.3% 190 1.9% 32% False False 72,258
120 11,144 9,506 1,638 16.3% 166 1.7% 32% False False 60,218
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 38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,973
2.618 10,661
1.618 10,470
1.000 10,352
0.618 10,279
HIGH 10,161
0.618 10,088
0.500 10,066
0.382 10,043
LOW 9,970
0.618 9,852
1.000 9,779
1.618 9,661
2.618 9,470
4.250 9,158
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 10,066 10,128
PP 10,051 10,093
S1 10,037 10,058

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

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