mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 10,972 11,101 129 1.2% 11,139
High 11,131 11,115 -16 -0.1% 11,206
Low 10,963 10,818 -145 -1.3% 10,916
Close 11,102 10,892 -210 -1.9% 10,960
Range 168 297 129 76.8% 290
ATR 125 137 12 9.9% 0
Volume 163,516 115,450 -48,066 -29.4% 722,963
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 11,833 11,659 11,055
R3 11,536 11,362 10,974
R2 11,239 11,239 10,947
R1 11,065 11,065 10,919 11,004
PP 10,942 10,942 10,942 10,911
S1 10,768 10,768 10,865 10,707
S2 10,645 10,645 10,838
S3 10,348 10,471 10,810
S4 10,051 10,174 10,729
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,897 11,719 11,120
R3 11,607 11,429 11,040
R2 11,317 11,317 11,013
R1 11,139 11,139 10,987 11,083
PP 11,027 11,027 11,027 11,000
S1 10,849 10,849 10,934 10,793
S2 10,737 10,737 10,907
S3 10,447 10,559 10,880
S4 10,157 10,269 10,801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,158 10,818 340 3.1% 188 1.7% 22% False True 157,915
10 11,206 10,818 388 3.6% 160 1.5% 19% False True 138,344
20 11,206 10,791 415 3.8% 131 1.2% 24% False False 130,430
40 11,206 10,442 764 7.0% 109 1.0% 59% False False 107,879
60 11,206 9,806 1,400 12.9% 116 1.1% 78% False False 72,055
80 11,206 9,731 1,475 13.5% 126 1.2% 79% False False 54,067
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 98 trading days
Fibonacci Retracements and Extensions
4.250 12,377
2.618 11,893
1.618 11,596
1.000 11,412
0.618 11,299
HIGH 11,115
0.618 11,002
0.500 10,967
0.382 10,932
LOW 10,818
0.618 10,635
1.000 10,521
1.618 10,338
2.618 10,041
4.250 9,556
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 10,967 10,988
PP 10,942 10,956
S1 10,917 10,924

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

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