mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 11,095 10,955 -140 -1.3% 10,970
High 11,100 11,047 -53 -0.5% 11,103
Low 10,918 10,915 -3 0.0% 10,892
Close 10,984 11,044 60 0.5% 10,984
Range 182 132 -50 -27.5% 211
ATR 100 103 2 2.3% 0
Volume 98,048 232,893 134,845 137.5% 497,159
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,398 11,353 11,117
R3 11,266 11,221 11,080
R2 11,134 11,134 11,068
R1 11,089 11,089 11,056 11,112
PP 11,002 11,002 11,002 11,013
S1 10,957 10,957 11,032 10,980
S2 10,870 10,870 11,020
S3 10,738 10,825 11,008
S4 10,606 10,693 10,972
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,626 11,516 11,100
R3 11,415 11,305 11,042
R2 11,204 11,204 11,023
R1 11,094 11,094 11,003 11,149
PP 10,993 10,993 10,993 11,021
S1 10,883 10,883 10,965 10,938
S2 10,782 10,782 10,945
S3 10,571 10,672 10,926
S4 10,360 10,461 10,868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,103 10,892 211 1.9% 116 1.0% 72% False False 127,444
10 11,103 10,791 312 2.8% 101 0.9% 81% False False 113,393
20 11,103 10,617 486 4.4% 96 0.9% 88% False False 109,211
40 11,103 10,110 993 9.0% 98 0.9% 94% False False 69,532
60 11,103 9,731 1,372 12.4% 121 1.1% 96% False False 46,401
80 11,103 9,731 1,372 12.4% 116 1.1% 96% False False 34,814
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,608
2.618 11,393
1.618 11,261
1.000 11,179
0.618 11,129
HIGH 11,047
0.618 10,997
0.500 10,981
0.382 10,966
LOW 10,915
0.618 10,834
1.000 10,783
1.618 10,702
2.618 10,570
4.250 10,354
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 11,023 11,032
PP 11,002 11,021
S1 10,981 11,009

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

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