mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 11,049 11,063 14 0.1% 10,955
High 11,100 11,153 53 0.5% 11,153
Low 10,964 11,037 73 0.7% 10,915
Close 11,068 11,142 74 0.7% 11,142
Range 136 116 -20 -14.7% 238
ATR 102 103 1 1.0% 0
Volume 123,967 151,218 27,251 22.0% 771,566
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,459 11,416 11,206
R3 11,343 11,300 11,174
R2 11,227 11,227 11,163
R1 11,184 11,184 11,153 11,206
PP 11,111 11,111 11,111 11,121
S1 11,068 11,068 11,131 11,090
S2 10,995 10,995 11,121
S3 10,879 10,952 11,110
S4 10,763 10,836 11,078
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,784 11,701 11,273
R3 11,546 11,463 11,208
R2 11,308 11,308 11,186
R1 11,225 11,225 11,164 11,267
PP 11,070 11,070 11,070 11,091
S1 10,987 10,987 11,120 11,029
S2 10,832 10,832 11,098
S3 10,594 10,749 11,077
S4 10,356 10,511 11,011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,153 10,915 238 2.1% 107 1.0% 95% True False 154,313
10 11,153 10,892 261 2.3% 105 0.9% 96% True False 126,872
20 11,153 10,753 400 3.6% 94 0.8% 97% True False 112,033
40 11,153 10,196 957 8.6% 95 0.8% 99% True False 82,971
60 11,153 9,731 1,422 12.8% 116 1.0% 99% True False 55,371
80 11,153 9,731 1,422 12.8% 118 1.1% 99% True False 41,547
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,646
2.618 11,457
1.618 11,341
1.000 11,269
0.618 11,225
HIGH 11,153
0.618 11,109
0.500 11,095
0.382 11,081
LOW 11,037
0.618 10,965
1.000 10,921
1.618 10,849
2.618 10,733
4.250 10,544
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 11,126 11,114
PP 11,111 11,086
S1 11,095 11,059

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

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