mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 10,817 10,898 81 0.7% 10,805
High 10,899 10,928 29 0.3% 10,899
Low 10,806 10,866 60 0.6% 10,771
Close 10,860 10,909 49 0.5% 10,860
Range 93 62 -31 -33.3% 128
ATR 101 98 -2 -2.3% 0
Volume 116,772 3,973 -112,799 -96.6% 425,160
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,087 11,060 10,943
R3 11,025 10,998 10,926
R2 10,963 10,963 10,920
R1 10,936 10,936 10,915 10,950
PP 10,901 10,901 10,901 10,908
S1 10,874 10,874 10,903 10,888
S2 10,839 10,839 10,898
S3 10,777 10,812 10,892
S4 10,715 10,750 10,875
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,227 11,172 10,931
R3 11,099 11,044 10,895
R2 10,971 10,971 10,884
R1 10,916 10,916 10,872 10,944
PP 10,843 10,843 10,843 10,857
S1 10,788 10,788 10,848 10,816
S2 10,715 10,715 10,837
S3 10,587 10,660 10,825
S4 10,459 10,532 10,790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,928 10,771 157 1.4% 74 0.7% 88% True False 85,826
10 10,928 10,617 311 2.9% 90 0.8% 94% True False 105,030
20 10,928 10,442 486 4.5% 91 0.8% 96% True False 82,095
40 10,928 9,731 1,197 11.0% 111 1.0% 98% True False 41,224
60 10,928 9,731 1,197 11.0% 124 1.1% 98% True False 27,514
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,192
2.618 11,090
1.618 11,028
1.000 10,990
0.618 10,966
HIGH 10,928
0.618 10,904
0.500 10,897
0.382 10,890
LOW 10,866
0.618 10,828
1.000 10,804
1.618 10,766
2.618 10,704
4.250 10,603
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 10,905 10,889
PP 10,901 10,869
S1 10,897 10,850

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

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