mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 10,430 10,334 -96 -0.9% 10,137
High 10,471 10,421 -50 -0.5% 10,445
Low 10,321 10,297 -24 -0.2% 9,908
Close 10,338 10,392 54 0.5% 10,436
Range 150 124 -26 -17.3% 537
ATR 173 170 -4 -2.0% 0
Volume 128,020 116,402 -11,618 -9.1% 671,348
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,742 10,691 10,460
R3 10,618 10,567 10,426
R2 10,494 10,494 10,415
R1 10,443 10,443 10,403 10,469
PP 10,370 10,370 10,370 10,383
S1 10,319 10,319 10,381 10,345
S2 10,246 10,246 10,369
S3 10,122 10,195 10,358
S4 9,998 10,071 10,324
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,874 11,692 10,731
R3 11,337 11,155 10,584
R2 10,800 10,800 10,535
R1 10,618 10,618 10,485 10,709
PP 10,263 10,263 10,263 10,309
S1 10,081 10,081 10,387 10,172
S2 9,726 9,726 10,338
S3 9,189 9,544 10,288
S4 8,652 9,007 10,141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,471 10,020 451 4.3% 157 1.5% 82% False False 127,826
10 10,471 9,908 563 5.4% 173 1.7% 86% False False 136,683
20 10,624 9,908 716 6.9% 174 1.7% 68% False False 132,978
40 10,685 9,908 777 7.5% 168 1.6% 62% False False 133,089
60 10,685 9,506 1,179 11.3% 174 1.7% 75% False False 139,407
80 10,685 9,506 1,179 11.3% 191 1.8% 75% False False 107,372
100 11,144 9,506 1,638 15.8% 198 1.9% 54% False False 85,923
120 11,144 9,506 1,638 15.8% 179 1.7% 54% False False 71,607
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,948
2.618 10,746
1.618 10,622
1.000 10,545
0.618 10,498
HIGH 10,421
0.618 10,374
0.500 10,359
0.382 10,344
LOW 10,297
0.618 10,220
1.000 10,173
1.618 10,096
2.618 9,972
4.250 9,770
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 10,381 10,387
PP 10,370 10,383
S1 10,359 10,378

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

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