mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 9,983 10,034 51 0.5% 10,202
High 10,066 10,280 214 2.1% 10,286
Low 9,908 10,020 112 1.1% 9,914
Close 10,006 10,272 266 2.7% 10,141
Range 158 260 102 64.6% 372
ATR 176 183 7 4.0% 0
Volume 162,619 154,684 -7,935 -4.9% 726,867
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,971 10,881 10,415
R3 10,711 10,621 10,344
R2 10,451 10,451 10,320
R1 10,361 10,361 10,296 10,406
PP 10,191 10,191 10,191 10,213
S1 10,101 10,101 10,248 10,146
S2 9,931 9,931 10,224
S3 9,671 9,841 10,201
S4 9,411 9,581 10,129
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,230 11,057 10,346
R3 10,858 10,685 10,243
R2 10,486 10,486 10,209
R1 10,313 10,313 10,175 10,214
PP 10,114 10,114 10,114 10,064
S1 9,941 9,941 10,107 9,842
S2 9,742 9,742 10,073
S3 9,370 9,569 10,039
S4 8,998 9,197 9,937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,280 9,908 372 3.6% 208 2.0% 98% True False 147,171
10 10,425 9,908 517 5.0% 191 1.9% 70% False False 142,923
20 10,685 9,908 777 7.6% 176 1.7% 47% False False 129,780
40 10,685 9,908 777 7.6% 169 1.6% 47% False False 133,970
60 10,685 9,506 1,179 11.5% 178 1.7% 65% False False 134,930
80 10,859 9,506 1,353 13.2% 196 1.9% 57% False False 101,325
100 11,144 9,506 1,638 15.9% 197 1.9% 47% False False 81,080
120 11,144 9,506 1,638 15.9% 176 1.7% 47% False False 67,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 11,385
2.618 10,961
1.618 10,701
1.000 10,540
0.618 10,441
HIGH 10,280
0.618 10,181
0.500 10,150
0.382 10,119
LOW 10,020
0.618 9,859
1.000 9,760
1.618 9,599
2.618 9,339
4.250 8,915
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 10,231 10,213
PP 10,191 10,153
S1 10,150 10,094

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

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