mini-sized Dow ($5) Future June 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	11,139	11,149	10	0.1%	10,955
High	11,206	11,168	-38	-0.3%	11,153
Low	11,128	10,921	-207	-1.9%	10,915
Close	11,151	10,955	-196	-1.8%	11,142
Range	78	247	169	216.7%	238
ATR	101	111	10	10.3%	0
Volume	119,246	93,104	-26,142	-21.9%	771,566

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,756	11,602	11,091
R3	11,509	11,355	11,023
R2	11,262	11,262	11,000
R1	11,108	11,108	10,978	11,062
PP	11,015	11,015	11,015	10,991
S1	10,861	10,861	10,932	10,815
S2	10,768	10,768	10,910
S3	10,521	10,614	10,887
S4	10,274	10,367	10,819

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	11,206	10,921	285	2.6%	132	1.2%	12%	False	True	118,772
10	11,206	10,915	291	2.7%	122	1.1%	14%	False	False	129,796
20	11,206	10,771	435	4.0%	103	0.9%	42%	False	False	109,286
40	11,206	10,290	916	8.4%	99	0.9%	73%	False	False	88,253
60	11,206	9,731	1,475	13.5%	114	1.0%	83%	False	False	58,906
80	11,206	9,731	1,475	13.5%	120	1.1%	83%	False	False	44,201

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	24
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	12,218
2.618	11,815
1.618	11,568
1.000	11,415
0.618	11,321
HIGH	11,168
0.618	11,074
0.500	11,045
0.382	11,015
LOW	10,921
0.618	10,768
1.000	10,674
1.618	10,521
2.618	10,274
4.250	9,871

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	11,045	11,064
PP	11,015	11,027
S1	10,985	10,991

Download as Excel Spreadsheet

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

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