mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 10,955 11,041 86 0.8% 10,970
High 11,047 11,092 45 0.4% 11,103
Low 10,915 11,022 107 1.0% 10,892
Close 11,044 11,074 30 0.3% 10,984
Range 132 70 -62 -47.0% 211
ATR 103 100 -2 -2.3% 0
Volume 232,893 157,161 -75,732 -32.5% 497,159
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,273 11,243 11,113
R3 11,203 11,173 11,093
R2 11,133 11,133 11,087
R1 11,103 11,103 11,081 11,118
PP 11,063 11,063 11,063 11,070
S1 11,033 11,033 11,068 11,048
S2 10,993 10,993 11,061
S3 10,923 10,963 11,055
S4 10,853 10,893 11,036
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 10,915 188 1.7% 111 1.0% 85% False False 140,821
10 11,103 10,791 312 2.8% 102 0.9% 91% False False 122,517
20 11,103 10,717 386 3.5% 93 0.8% 92% False False 110,707
40 11,103 10,110 993 9.0% 97 0.9% 97% False False 73,450
60 11,103 9,731 1,372 12.4% 118 1.1% 98% False False 49,017
80 11,103 9,731 1,372 12.4% 116 1.0% 98% False False 36,779
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 11,390
2.618 11,275
1.618 11,205
1.000 11,162
0.618 11,135
HIGH 11,092
0.618 11,065
0.500 11,057
0.382 11,049
LOW 11,022
0.618 10,979
1.000 10,952
1.618 10,909
2.618 10,839
4.250 10,725
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 11,068 11,052
PP 11,063 11,030
S1 11,057 11,008

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

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