mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 10,426 10,392 -34 -0.3% 10,151
High 10,536 10,449 -87 -0.8% 10,423
Low 10,334 10,223 -111 -1.1% 10,125
Close 10,396 10,233 -163 -1.6% 10,373
Range 202 226 24 11.9% 298
ATR 207 208 1 0.7% 0
Volume 115,214 141,783 26,569 23.1% 732,235
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,980 10,832 10,357
R3 10,754 10,606 10,295
R2 10,528 10,528 10,275
R1 10,380 10,380 10,254 10,341
PP 10,302 10,302 10,302 10,282
S1 10,154 10,154 10,212 10,115
S2 10,076 10,076 10,192
S3 9,850 9,928 10,171
S4 9,624 9,702 10,109
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,201 11,085 10,537
R3 10,903 10,787 10,455
R2 10,605 10,605 10,428
R1 10,489 10,489 10,400 10,547
PP 10,307 10,307 10,307 10,336
S1 10,191 10,191 10,346 10,249
S2 10,009 10,009 10,318
S3 9,711 9,893 10,291
S4 9,413 9,595 10,209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,536 10,223 313 3.1% 152 1.5% 3% False True 145,065
10 10,536 9,802 734 7.2% 177 1.7% 59% False False 107,787
20 10,536 9,610 926 9.0% 219 2.1% 67% False False 54,287
40 11,105 9,610 1,495 14.6% 244 2.4% 42% False False 27,235
60 11,144 9,610 1,534 15.0% 191 1.9% 41% False False 18,173
80 11,144 9,610 1,534 15.0% 152 1.5% 41% False False 13,632
100 11,144 9,610 1,534 15.0% 128 1.2% 41% False False 10,907
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 46
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,410
2.618 11,041
1.618 10,815
1.000 10,675
0.618 10,589
HIGH 10,449
0.618 10,363
0.500 10,336
0.382 10,309
LOW 10,223
0.618 10,083
1.000 9,997
1.618 9,857
2.618 9,631
4.250 9,263
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 10,336 10,380
PP 10,302 10,331
S1 10,267 10,282

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

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